+244.9%
GS vs GM
+179.1%
+65.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.3% |
| 7D | +0.9% | +1.9% | -1.0% | +0.2% |
| 30D | -1.6% | -1.4% | -0.2% | -1.1% |
| 3M | -4.5% | +5.9% | -10.4% | -7.0% |
| 6M | +20.9% | +12.4% | +8.5% | +14.6% |
| YTD | +19.9% | +8.6% | +11.3% | +14.7% |
| 1Y | +41.4% | +52.6% | -11.2% | +17.5% |
| All | +244.9% | +179.1% | +65.8% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling