+2,064.0%
GS vs IP
+87.2%
+1,976.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.0% |
| 7D | +0.9% | -5.3% | +6.2% | +3.5% |
| 30D | -1.6% | -10.9% | +9.3% | +3.8% |
| 3M | -4.5% | +11.2% | -15.6% | -10.6% |
| 6M | +20.9% | -10.2% | +31.1% | +23.9% |
| YTD | +19.9% | -2.0% | +21.9% | +16.5% |
| 1Y | +41.4% | -19.1% | +60.5% | +48.8% |
| 3Y | +239.2% | +20.9% | +218.3% | +179.9% |
| 5Y | +185.0% | -17.8% | +202.9% | +180.6% |
| 10Y | +655.0% | +23.5% | +631.4% | +480.2% |
| All | +2,064.0% | +87.2% | +1,976.9% | +821.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling