+188.6%
GS vs IBN
+53.6%
+134.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -1.6% |
| 7D | -3.2% | +15.1% | -18.3% | -7.4% |
| 30D | -2.4% | +21.6% | -24.1% | -8.4% |
| 3M | -15.7% | +11.2% | -26.9% | -18.6% |
| 6M | -6.8% | +27.8% | -34.5% | -14.0% |
| YTD | -0.1% | +14.7% | -14.7% | -5.2% |
| 1Y | +12.1% | +14.4% | -2.3% | +6.4% |
| All | +188.6% | +53.6% | +134.9% | +159.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling