+397.3%
GS vs IR
+342.0%
+55.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.7% | 0.0% | +2.4% |
| 7D | +0.8% | +5.0% | -4.2% | -1.5% |
| 30D | +1.2% | +10.3% | -9.1% | -3.7% |
| 3M | -12.4% | -0.1% | -12.3% | -12.7% |
| 6M | -2.3% | +14.8% | -17.1% | -9.8% |
| YTD | +4.6% | +9.7% | -5.1% | -2.2% |
| 1Y | +17.5% | +12.2% | +5.3% | +8.6% |
| 3Y | +202.0% | +30.0% | +172.1% | +154.1% |
| 5Y | +152.4% | +46.8% | +105.5% | +95.3% |
| All | +397.3% | +342.0% | +55.3% | +134.8% |
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