+156.7%
GS vs IP
-10.3%
+167.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.0% |
| 7D | +0.3% | +3.4% | -3.1% | -0.9% |
| 30D | +3.9% | +11.2% | -7.4% | -0.1% |
| 3M | -11.4% | -14.8% | +3.3% | -6.7% |
| 6M | +3.7% | +17.3% | -13.6% | -3.6% |
| YTD | +7.1% | -6.2% | +13.3% | +6.6% |
| 1Y | +19.7% | +2.3% | +17.3% | +14.6% |
| 3Y | +202.8% | +17.7% | +185.2% | +158.3% |
| 5Y | +156.7% | -8.4% | +165.1% | +148.6% |
| All | +156.7% | -10.3% | +167.0% | +148.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling