+654.3%
GS vs GEN
+162.9%
+491.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.6% |
| 7D | +0.9% | -1.2% | +2.1% | +1.2% |
| 30D | -1.6% | +10.1% | -11.7% | -4.0% |
| 3M | -4.5% | +16.1% | -20.6% | -8.3% |
| 6M | +20.9% | +38.9% | -18.0% | +10.2% |
| YTD | +19.9% | +14.4% | +5.5% | +14.7% |
| 1Y | +41.4% | +5.9% | +35.5% | +37.9% |
| 3Y | +239.2% | +58.8% | +180.4% | +197.8% |
| 5Y | +185.0% | +24.7% | +160.4% | +158.9% |
| All | +654.3% | +162.9% | +491.4% | +447.3% |
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