+24.7%
GS vs IRE
-97.0%
+121.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -23.2% | +26.8% | +4.9% |
| 7D | +0.3% | -46.8% | +47.1% | +3.4% |
| 30D | +3.9% | -75.5% | +79.4% | +11.2% |
| 3M | -11.4% | -79.4% | +68.0% | -5.2% |
| 6M | +3.7% | -91.3% | +95.0% | +12.0% |
| YTD | +7.1% | -90.8% | +97.9% | +10.9% |
| 1Y | +19.7% | -97.7% | +117.4% | +30.0% |
| All | +24.7% | -97.0% | +121.7% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling