+438.8%
GS vs GM
+205.9%
+233.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +5.9% | -0.2% | +6.0% | +6.0% |
| 30D | +4.3% | +3.6% | +0.8% | +2.3% |
| 3M | -11.7% | -0.2% | -11.4% | -12.2% |
| 6M | -3.2% | +13.9% | -17.1% | -10.0% |
| YTD | +5.8% | +6.5% | -0.7% | +0.8% |
| 1Y | +16.0% | +20.7% | -4.6% | +4.2% |
| 3Y | +199.8% | +229.5% | -29.7% | +58.6% |
| 5Y | +155.5% | +41.5% | +114.0% | +96.4% |
| All | +438.8% | +205.9% | +233.0% | +142.2% |
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