-4.6%
GS vs IBN
+25.6%
-30.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.1% | -10.4% | -7.2% |
| 7D | -6.3% | +11.7% | -18.0% | -9.3% |
| 30D | -3.1% | +16.1% | -19.2% | -7.7% |
| 3M | -17.7% | +7.0% | -24.7% | -19.3% |
| 6M | -4.6% | +26.1% | -30.6% | -11.9% |
| All | -4.6% | +25.6% | -30.1% | -11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling