-12.5%
GS vs INIO
-58.1%
+45.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.6% | +8.1% | +1.5% |
| 7D | +1.6% | -24.8% | +26.4% | +4.8% |
| 30D | +1.7% | -30.4% | +32.1% | +5.8% |
| 3M | -11.6% | -49.2% | +37.7% | -3.0% |
| All | -12.5% | -58.1% | +45.6% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 1y: compounded portfolio wealth divided by compounded INIO 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…
1y analysis · Full analysis span regression · Available span rolling