+448.8%
GS vs IBN
+391.8%
+57.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | +1.6% | +15.8% | -14.2% | -3.9% |
| 30D | +1.7% | +25.1% | -23.4% | -6.6% |
| 3M | -11.6% | +16.0% | -27.5% | -16.5% |
| 6M | -1.9% | +32.8% | -34.7% | -12.1% |
| YTD | +5.1% | +18.0% | -13.0% | -1.8% |
| 1Y | +16.4% | +15.9% | +0.5% | +9.5% |
| 3Y | +199.0% | +57.6% | +141.3% | +147.1% |
| 5Y | +157.4% | +74.7% | +82.7% | +103.8% |
| All | +448.8% | +391.8% | +57.0% | +213.3% |
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