+149.3%
GS vs IOT
+64.6%
+84.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.2% | -2.6% | -0.6% | -2.9% |
| 30D | -2.4% | +1.2% | -3.6% | -2.6% |
| 3M | -15.7% | +7.2% | -23.0% | -16.8% |
| 6M | -6.8% | +41.7% | -48.5% | -12.2% |
| YTD | -0.1% | +15.6% | -15.7% | -4.1% |
| 1Y | +12.1% | +7.6% | +4.5% | +8.5% |
| 3Y | +185.8% | +69.8% | +116.0% | +155.9% |
| All | +149.3% | +64.6% | +84.8% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling