+206.3%
GS vs IP
+17.6%
+188.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.1% |
| 7D | +0.3% | +3.4% | -3.1% | -0.7% |
| 30D | +3.9% | +11.2% | -7.4% | +0.8% |
| 3M | -11.4% | -14.8% | +3.3% | -7.7% |
| 6M | +3.7% | +17.3% | -13.6% | -2.0% |
| YTD | +7.1% | -6.2% | +13.3% | +6.9% |
| 1Y | +19.7% | +2.3% | +17.3% | +15.9% |
| All | +206.3% | +17.6% | +188.7% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling