+470.0%
GS vs IR
+288.5%
+181.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | +0.9% | -2.8% | +3.8% | +2.4% |
| 30D | -1.6% | -15.1% | +13.6% | +6.6% |
| 3M | -4.5% | +6.1% | -10.5% | -8.0% |
| 6M | +20.9% | -16.8% | +37.7% | +30.8% |
| YTD | +19.9% | -3.5% | +23.4% | +19.8% |
| 1Y | +41.4% | -3.5% | +44.9% | +40.6% |
| 3Y | +239.2% | +9.5% | +229.7% | +210.5% |
| 5Y | +185.0% | +45.1% | +140.0% | +122.4% |
| All | +470.0% | +288.5% | +181.4% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling