+438.8%
GS vs M
-7.1%
+445.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +5.9% | +7.0% | -1.2% | +4.2% |
| 30D | +4.3% | +8.9% | -4.6% | +2.1% |
| 3M | -11.7% | +4.5% | -16.2% | -12.9% |
| 6M | -3.2% | +36.2% | -39.4% | -10.7% |
| YTD | +5.8% | +15.1% | -9.3% | +1.0% |
| 1Y | +16.0% | +27.4% | -11.4% | +8.0% |
| 3Y | +199.8% | +160.1% | +39.6% | +123.2% |
| 5Y | +155.5% | -1.6% | +157.1% | +125.7% |
| All | +438.8% | -7.1% | +445.9% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling