+1,710.5%
GS vs IT
+1,006.2%
+704.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | -4.9% |
| 7D | -6.3% | -12.0% | +5.7% | -2.7% |
| 30D | -3.1% | +7.1% | -10.3% | -6.1% |
| 3M | -17.7% | +6.3% | -23.9% | -20.7% |
| 6M | -4.6% | +32.5% | -37.1% | -17.5% |
| YTD | +0.3% | -21.5% | +21.8% | +1.5% |
| 1Y | +11.7% | -16.5% | +28.2% | +10.4% |
| 3Y | +183.6% | -48.8% | +232.3% | +223.8% |
| 5Y | +141.0% | -40.2% | +181.2% | +155.4% |
| 10Y | +507.4% | +112.1% | +395.3% | +299.3% |
| All | +1,710.5% | +1,006.2% | +704.4% | +457.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling