+1,833.6%
GS vs GD
+1,655.4%
+178.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.1% | +5.0% |
| 7D | +0.3% | +3.0% | -2.7% | -1.5% |
| 30D | +3.9% | +10.5% | -6.7% | -2.1% |
| 3M | -11.4% | -5.0% | -6.5% | -9.3% |
| 6M | +3.7% | +5.5% | -1.8% | -0.4% |
| YTD | +7.1% | +10.3% | -3.2% | -0.5% |
| 1Y | +19.7% | +8.2% | +11.5% | +12.4% |
| 3Y | +202.8% | +59.0% | +143.8% | +125.8% |
| 5Y | +156.7% | +104.3% | +52.4% | +63.2% |
| 10Y | +548.7% | +202.4% | +346.3% | +230.4% |
| All | +1,833.6% | +1,655.4% | +178.2% | +391.9% |
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