+1,710.5%
GS vs M
+89.9%
+1,620.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.9% | -0.5% | -4.4% |
| 7D | -6.3% | -2.1% | -4.2% | -5.6% |
| 30D | -3.1% | +7.7% | -10.8% | -5.6% |
| 3M | -17.7% | -4.4% | -13.3% | -16.9% |
| 6M | -4.6% | +27.5% | -32.1% | -13.0% |
| YTD | +0.3% | +12.8% | -12.4% | -5.5% |
| 1Y | +11.7% | +20.7% | -9.0% | +2.6% |
| 3Y | +183.6% | +111.3% | +72.3% | +99.0% |
| 5Y | +141.0% | -6.3% | +147.3% | +102.4% |
| 10Y | +507.4% | +1.5% | +506.0% | +274.3% |
| All | +1,710.5% | +89.9% | +1,620.6% | +461.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling