+642.6%
GS vs GM
+224.8%
+417.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.8% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | +0.2% | -1.8% | +2.0% | +0.9% |
| 3M | -0.3% | +2.6% | -2.9% | -2.0% |
| 6M | +27.4% | +14.6% | +12.8% | +18.7% |
| YTD | +19.6% | +6.2% | +13.5% | +14.9% |
| 1Y | +42.5% | +48.7% | -6.2% | +15.6% |
| 3Y | +240.4% | +168.3% | +72.1% | +100.3% |
| 5Y | +188.9% | +82.8% | +106.1% | +95.0% |
| 10Y | +642.6% | +226.2% | +416.4% | +229.5% |
| All | +642.6% | +224.8% | +417.8% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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