+728.2%
GS vs GM
+238.5%
+489.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.3% |
| 7D | +0.9% | +1.9% | -1.0% | 0.0% |
| 30D | -1.6% | -1.4% | -0.2% | -1.0% |
| 3M | -4.5% | +5.9% | -10.4% | -7.5% |
| 6M | +20.9% | +12.4% | +8.5% | +13.5% |
| YTD | +19.9% | +8.6% | +11.3% | +13.8% |
| 1Y | +41.4% | +52.6% | -11.2% | +12.7% |
| 3Y | +239.2% | +169.7% | +69.5% | +97.0% |
| 5Y | +185.0% | +87.5% | +97.5% | +88.4% |
| 10Y | +655.0% | +233.0% | +422.0% | +231.2% |
| All | +728.2% | +238.5% | +489.8% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling