+157.4%
GS vs IT
-43.9%
+201.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +1.6% | -7.5% | +9.1% | +3.1% |
| 30D | +1.7% | -1.2% | +2.8% | +1.4% |
| 3M | -11.6% | -2.2% | -9.4% | -12.1% |
| 6M | -1.9% | +19.1% | -21.0% | -7.8% |
| YTD | +5.1% | -25.1% | +30.2% | +12.3% |
| 1Y | +16.4% | -17.4% | +33.8% | +20.0% |
| 3Y | +199.0% | -54.1% | +253.1% | +282.6% |
| 5Y | +157.4% | -42.7% | +200.1% | +183.7% |
| All | +157.4% | -43.9% | +201.4% | +183.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling