+197.7%
GS vs IYR
+42.7%
+154.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +1.6% | +2.1% | -0.5% | +0.3% |
| 30D | +1.7% | +7.2% | -5.5% | -2.9% |
| 3M | -11.6% | +0.4% | -12.0% | -11.8% |
| 6M | -1.9% | +1.4% | -3.3% | -3.4% |
| YTD | +5.1% | +11.3% | -6.3% | -3.7% |
| 1Y | +16.4% | +10.5% | +5.9% | +7.3% |
| All | +197.7% | +42.7% | +154.9% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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