+486.7%
GS vs GEN
+157.3%
+329.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.3% |
| 7D | -3.2% | +2.3% | -5.5% | -3.7% |
| 30D | -2.4% | +33.1% | -35.5% | -9.1% |
| 3M | -15.7% | +6.5% | -22.2% | -17.7% |
| 6M | -6.8% | +53.8% | -60.6% | -17.5% |
| YTD | -0.1% | +11.2% | -11.3% | -4.4% |
| 1Y | +12.1% | +19.4% | -7.3% | +5.3% |
| 3Y | +185.8% | +81.0% | +104.7% | +142.1% |
| 5Y | +140.1% | +33.4% | +106.6% | +113.8% |
| All | +486.7% | +157.3% | +329.4% | +334.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling