+39.5%
GS vs IRE
-84.4%
+124.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.0% | -13.9% | -0.8% |
| 7D | +0.9% | +54.8% | -53.8% | -1.8% |
| 30D | -1.6% | +18.4% | -20.0% | -3.3% |
| 3M | -4.5% | -66.7% | +62.3% | -2.0% |
| 6M | +20.9% | -52.3% | +73.2% | +18.6% |
| YTD | +19.9% | -52.3% | +72.2% | +14.6% |
| All | +39.5% | -84.4% | +124.0% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling