+486.7%
GS vs IT
+100.5%
+386.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | +0.9% |
| 7D | -3.2% | -16.9% | +13.7% | +2.2% |
| 30D | -2.4% | +2.3% | -4.7% | -4.0% |
| 3M | -15.7% | +2.9% | -18.6% | -18.1% |
| 6M | -6.8% | +25.9% | -32.6% | -18.2% |
| YTD | -0.1% | -24.6% | +24.6% | +5.2% |
| 1Y | +12.1% | -16.0% | +28.1% | +12.3% |
| 3Y | +185.8% | -51.6% | +237.4% | +253.7% |
| 5Y | +140.1% | -42.6% | +182.7% | +165.3% |
| All | +486.7% | +100.5% | +386.2% | +224.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling