+478.5%
GS vs GM
+249.7%
+228.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +2.8% |
| 7D | +0.8% | -0.3% | +1.2% | +1.0% |
| 30D | +1.2% | +8.4% | -7.1% | -2.8% |
| 3M | -12.4% | +2.6% | -15.0% | -14.1% |
| 6M | -2.3% | +14.3% | -16.6% | -9.4% |
| YTD | +4.6% | +11.0% | -6.4% | -2.2% |
| 1Y | +17.5% | +27.8% | -10.3% | +2.8% |
| 3Y | +202.0% | +246.7% | -44.6% | +56.1% |
| 5Y | +152.4% | +59.6% | +92.8% | +82.7% |
| 10Y | +478.5% | +249.1% | +229.4% | +149.8% |
| All | +478.5% | +249.7% | +228.8% | +149.8% |
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