+16.4%
GS vs IT
-18.2%
+34.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | +1.6% | -7.5% | +9.1% | +1.3% |
| 30D | +1.7% | -1.2% | +2.8% | +1.8% |
| 3M | -11.6% | -2.2% | -9.4% | -11.3% |
| 6M | -1.9% | +19.1% | -21.0% | +1.1% |
| YTD | +5.1% | -25.1% | +30.2% | +6.2% |
| 1Y | +16.4% | -17.4% | +33.8% | +17.3% |
| All | +16.4% | -18.2% | +34.6% | +17.3% |
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