+185.8%
GS vs IT
-51.0%
+236.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | 0.0% |
| 7D | -3.2% | -16.9% | +13.7% | -1.6% |
| 30D | -2.4% | +2.3% | -4.7% | -2.9% |
| 3M | -15.7% | +2.9% | -18.6% | -16.4% |
| 6M | -6.8% | +25.9% | -32.6% | -10.4% |
| YTD | -0.1% | -24.6% | +24.6% | +7.5% |
| 1Y | +12.1% | -16.0% | +28.1% | +16.6% |
| 3Y | +185.8% | -51.6% | +237.4% | +263.4% |
| All | +185.8% | -51.0% | +236.8% | +263.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling