+243.0%
GS vs IT
-46.5%
+289.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.6% |
| 7D | +0.9% | -6.0% | +7.0% | +1.7% |
| 30D | -1.6% | 0.0% | -1.6% | -1.7% |
| 3M | -4.5% | +13.1% | -17.5% | -6.0% |
| 6M | +20.9% | +11.7% | +9.2% | +18.6% |
| YTD | +19.9% | -26.1% | +46.0% | +29.6% |
| 1Y | +41.4% | -21.3% | +62.7% | +48.6% |
| All | +243.0% | -46.5% | +289.5% | +327.9% |
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