+160.0%
GS vs GFI
+321.4%
-161.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.4% | +2.0% |
| 7D | -0.1% | +2.2% | -2.3% | -0.4% |
| 30D | +3.7% | +2.2% | +1.5% | +3.4% |
| 3M | -10.0% | -4.6% | -5.4% | -9.7% |
| 6M | -1.0% | -16.7% | +15.8% | -0.2% |
| YTD | +7.0% | -9.5% | +16.4% | +7.0% |
| 1Y | +16.6% | -6.8% | +23.5% | +16.4% |
| 3Y | +204.4% | +223.7% | -19.3% | +179.3% |
| 5Y | +160.0% | +321.8% | -161.8% | +127.0% |
| All | +160.0% | +321.4% | -161.4% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling