+154.7%
GS vs IYR
+5.7%
+149.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +5.1% | -0.1% | +5.2% | +5.3% |
| 30D | +2.4% | +5.7% | -3.3% | -1.4% |
| 3M | -11.5% | -0.6% | -10.9% | -11.1% |
| 6M | -2.5% | +0.5% | -3.0% | -3.4% |
| YTD | +5.5% | +10.4% | -5.0% | -2.5% |
| 1Y | +11.0% | +9.2% | +1.9% | +3.5% |
| 3Y | +200.1% | +40.5% | +159.5% | +131.9% |
| 5Y | +154.7% | +5.9% | +148.8% | +138.2% |
| All | +154.7% | +5.7% | +149.0% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling