+486.7%
GS vs IBN
+367.6%
+119.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -1.9% |
| 7D | -3.2% | +15.1% | -18.3% | -8.2% |
| 30D | -2.4% | +21.6% | -24.1% | -9.5% |
| 3M | -15.7% | +11.2% | -26.9% | -19.2% |
| 6M | -6.8% | +27.8% | -34.5% | -15.2% |
| YTD | -0.1% | +14.7% | -14.7% | -5.6% |
| 1Y | +12.1% | +14.4% | -2.3% | +5.9% |
| 3Y | +185.8% | +52.1% | +133.7% | +139.4% |
| 5Y | +140.1% | +70.7% | +69.4% | +91.7% |
| All | +486.7% | +367.6% | +119.1% | +241.8% |
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