+2,064.0%
GS vs GD
+1,620.7%
+443.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +1.1% |
| 7D | +0.9% | -5.3% | +6.2% | +4.0% |
| 30D | -1.6% | -6.4% | +4.9% | +2.0% |
| 3M | -4.5% | +5.7% | -10.2% | -7.9% |
| 6M | +20.9% | -0.9% | +21.8% | +20.1% |
| YTD | +19.9% | +8.2% | +11.7% | +12.9% |
| 1Y | +41.4% | +13.4% | +28.0% | +29.5% |
| 3Y | +239.2% | +68.5% | +170.7% | +144.2% |
| 5Y | +185.0% | +97.2% | +87.9% | +85.4% |
| 10Y | +655.0% | +190.2% | +464.8% | +294.4% |
| All | +2,064.0% | +1,620.7% | +443.4% | +458.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling