+590.4%
GS vs GM
+232.3%
+358.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +1.3% |
| 7D | -3.2% | -1.4% | -1.8% | -2.6% |
| 30D | -2.4% | +6.4% | -8.8% | -5.6% |
| 3M | -15.7% | -0.7% | -15.0% | -16.2% |
| 6M | -6.8% | +9.9% | -16.7% | -12.1% |
| YTD | -0.1% | +6.7% | -6.7% | -5.0% |
| 1Y | +12.1% | +26.2% | -14.1% | -1.8% |
| 3Y | +185.8% | +205.0% | -19.2% | +55.3% |
| 5Y | +140.1% | +53.6% | +86.5% | +75.3% |
| 10Y | +505.2% | +233.4% | +271.9% | +163.7% |
| All | +590.4% | +232.3% | +358.1% | +154.5% |
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 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