+139.3%
GS vs IBN
+68.5%
+70.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -2.2% |
| 7D | -3.2% | +15.1% | -18.3% | -9.2% |
| 30D | -2.4% | +21.6% | -24.1% | -10.9% |
| 3M | -15.7% | +11.2% | -26.9% | -19.9% |
| 6M | -6.8% | +27.8% | -34.5% | -17.0% |
| YTD | -0.1% | +14.7% | -14.7% | -6.8% |
| 1Y | +12.1% | +14.4% | -2.3% | +4.5% |
| 3Y | +185.8% | +52.1% | +133.7% | +124.1% |
| All | +139.3% | +68.5% | +70.8% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling