+2,064.0%
GS vs M
+79.4%
+1,984.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.8% |
| 7D | +0.9% | +4.7% | -3.8% | -0.6% |
| 30D | -1.6% | -9.6% | +8.1% | +1.6% |
| 3M | -4.5% | +0.9% | -5.3% | -5.4% |
| 6M | +20.9% | +22.3% | -1.4% | +12.0% |
| YTD | +19.9% | +6.5% | +13.4% | +15.6% |
| 1Y | +41.4% | +38.8% | +2.6% | +24.0% |
| 3Y | +239.2% | +115.9% | +123.3% | +136.5% |
| 5Y | +185.0% | +28.6% | +156.4% | +111.2% |
| 10Y | +655.0% | -2.5% | +657.5% | +371.4% |
| All | +2,064.0% | +79.4% | +1,984.6% | +586.9% |
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