+16.3%
GS vs IRE
-97.2%
+113.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +39.6% | -39.9% | -2.6% |
| 7D | -3.2% | -27.2% | +24.0% | -2.5% |
| 30D | -2.4% | -75.1% | +72.7% | +3.8% |
| 3M | -15.7% | -77.9% | +62.1% | -10.8% |
| 6M | -6.8% | -94.6% | +87.8% | +2.8% |
| YTD | -0.1% | -91.5% | +91.5% | +3.3% |
| 1Y | +12.1% | -97.8% | +109.9% | +21.8% |
| All | +16.3% | -97.2% | +113.6% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling