+375.1%
GS vs IR
+322.3%
+52.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | -3.2% | +3.7% | -6.9% | -4.9% |
| 30D | -2.4% | +7.4% | -9.9% | -6.0% |
| 3M | -15.7% | -5.9% | -9.8% | -13.5% |
| 6M | -6.8% | +5.6% | -12.3% | -10.3% |
| YTD | -0.1% | +4.8% | -4.9% | -4.4% |
| 1Y | +12.1% | +6.9% | +5.2% | +6.0% |
| 3Y | +185.8% | +27.6% | +158.2% | +142.5% |
| 5Y | +140.1% | +45.8% | +94.3% | +86.4% |
| All | +375.1% | +322.3% | +52.9% | +129.4% |
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