+161.0%
GS vs IOT
+69.6%
+91.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +4.3% |
| 7D | +0.8% | +0.8% | 0.0% | +0.8% |
| 30D | +1.2% | +1.6% | -0.4% | +1.0% |
| 3M | -12.4% | +3.3% | -15.7% | -13.1% |
| 6M | -2.3% | +42.0% | -44.3% | -7.9% |
| YTD | +4.6% | +19.1% | -14.5% | 0.0% |
| 1Y | +17.5% | +8.8% | +8.8% | +13.7% |
| 3Y | +202.0% | +79.2% | +122.8% | +168.7% |
| All | +161.0% | +69.6% | +91.4% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling