+185.7%
GS vs IP
-17.2%
+202.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.7% |
| 7D | +0.9% | -5.3% | +6.2% | +2.8% |
| 30D | -1.6% | -10.9% | +9.3% | +2.3% |
| 3M | -4.5% | +11.2% | -15.6% | -8.9% |
| 6M | +20.9% | -10.2% | +31.1% | +23.7% |
| YTD | +19.9% | -2.0% | +21.9% | +17.8% |
| 1Y | +41.4% | -19.1% | +60.5% | +48.7% |
| 3Y | +239.2% | +20.9% | +218.3% | +190.1% |
| All | +185.7% | -17.2% | +202.9% | +173.6% |
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