+155.6%
GS vs IBN
+73.5%
+82.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +5.9% | +1.9% | +4.0% | +5.0% |
| 30D | +4.3% | +22.1% | -17.8% | -4.8% |
| 3M | -11.7% | +17.1% | -28.8% | -17.9% |
| 6M | -3.2% | +35.5% | -38.7% | -16.0% |
| YTD | +5.8% | +16.8% | -11.0% | -2.1% |
| 1Y | +16.0% | +12.4% | +3.6% | +9.2% |
| 3Y | +199.8% | +58.0% | +141.7% | +130.5% |
| All | +155.6% | +73.5% | +82.1% | +80.9% |
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