+654.3%
GS vs IBN
+335.2%
+319.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.9% | +1.4% | -0.5% | +0.4% |
| 30D | -1.6% | -0.3% | -1.2% | -1.5% |
| 3M | -4.5% | +17.1% | -21.6% | -10.0% |
| 6M | +20.9% | +3.4% | +17.5% | +19.1% |
| YTD | +19.9% | +2.5% | +17.4% | +18.4% |
| 1Y | +41.4% | -4.2% | +45.6% | +42.6% |
| 3Y | +239.2% | +32.4% | +206.8% | +200.4% |
| 5Y | +185.0% | +59.2% | +125.9% | +134.2% |
| All | +654.3% | +335.2% | +319.1% | +348.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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