+139.3%
GS vs M
-11.5%
+150.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.6% |
| 7D | -3.2% | -4.3% | +1.1% | -2.3% |
| 30D | -2.4% | +1.3% | -3.7% | -2.7% |
| 3M | -15.7% | -7.4% | -8.4% | -14.6% |
| 6M | -6.8% | +18.3% | -25.1% | -10.8% |
| YTD | -0.1% | +7.6% | -7.6% | -2.8% |
| 1Y | +12.1% | +17.4% | -5.3% | +6.8% |
| 3Y | +185.8% | +108.4% | +77.4% | +127.5% |
| All | +139.3% | -11.5% | +150.8% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling