+376.8%
GS vs IR
+316.5%
+60.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -5.0% |
| 7D | -6.3% | +2.3% | -8.6% | -7.4% |
| 30D | -3.1% | +3.3% | -6.5% | -4.9% |
| 3M | -17.7% | -9.0% | -8.6% | -14.1% |
| 6M | -4.6% | +8.0% | -12.6% | -9.2% |
| YTD | +0.3% | +3.4% | -3.1% | -3.4% |
| 1Y | +11.7% | +4.5% | +7.2% | +6.9% |
| 3Y | +183.6% | +25.6% | +158.0% | +142.4% |
| 5Y | +141.0% | +43.8% | +97.2% | +88.3% |
| All | +376.8% | +316.5% | +60.4% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling