+478.5%
GS vs IBN
+368.7%
+109.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.1% |
| 7D | +0.8% | +14.6% | -13.8% | -4.2% |
| 30D | +1.2% | +23.5% | -22.3% | -6.6% |
| 3M | -12.4% | +14.0% | -26.4% | -16.8% |
| 6M | -2.3% | +31.1% | -33.5% | -12.0% |
| YTD | +4.6% | +16.6% | -12.0% | -1.8% |
| 1Y | +17.5% | +14.9% | +2.6% | +10.9% |
| 3Y | +202.0% | +56.9% | +145.2% | +150.3% |
| 5Y | +152.4% | +69.7% | +82.7% | +102.0% |
| 10Y | +478.5% | +365.4% | +113.2% | +237.5% |
| All | +478.5% | +368.7% | +109.9% | +237.5% |
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