+12.1%
GS vs IT
-20.0%
+32.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | -0.5% |
| 7D | -3.2% | -16.9% | +13.7% | -3.9% |
| 30D | -2.4% | +2.3% | -4.7% | -2.1% |
| 3M | -15.7% | +2.9% | -18.6% | -15.3% |
| 6M | -6.8% | +25.9% | -32.6% | -4.0% |
| YTD | -0.1% | -24.6% | +24.6% | +0.9% |
| 1Y | +12.1% | -16.0% | +28.1% | +13.1% |
| All | +12.1% | -20.0% | +32.1% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling