+1,551.0%
GS vs IYR
+700.6%
+850.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | +0.9% | -1.2% | +2.2% | +1.9% |
| 30D | -1.6% | -2.9% | +1.3% | +0.5% |
| 3M | -4.5% | +0.8% | -5.3% | -5.6% |
| 6M | +20.9% | +1.9% | +19.0% | +18.6% |
| YTD | +19.9% | +9.6% | +10.3% | +11.2% |
| 1Y | +41.4% | +8.1% | +33.3% | +32.4% |
| 3Y | +239.2% | +29.2% | +210.0% | +177.0% |
| 5Y | +185.0% | +4.3% | +180.8% | +169.8% |
| 10Y | +655.0% | +64.7% | +590.3% | +402.1% |
| All | +1,551.0% | +700.6% | +850.4% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling