+16.7%
GS vs IRE
-98.0%
+114.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -33.9% | +27.6% | -4.3% |
| 7D | -6.3% | -57.1% | +50.8% | -2.4% |
| 30D | -3.1% | -84.4% | +81.3% | +6.2% |
| 3M | -17.7% | -85.0% | +67.3% | -10.5% |
| 6M | -4.6% | -95.2% | +90.7% | +6.5% |
| YTD | +0.3% | -93.9% | +94.2% | +6.1% |
| 1Y | +11.7% | -98.8% | +110.6% | +25.9% |
| All | +16.7% | -98.0% | +114.8% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling