+1,833.6%
GS vs M
+101.8%
+1,731.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.6% | -4.1% | +1.1% |
| 7D | +0.3% | +8.3% | -8.0% | -2.3% |
| 30D | +3.9% | +14.2% | -10.3% | -0.7% |
| 3M | -11.4% | -1.1% | -10.3% | -11.6% |
| 6M | +3.7% | +36.6% | -32.9% | -7.6% |
| YTD | +7.1% | +19.8% | -12.7% | -1.1% |
| 1Y | +19.7% | +37.2% | -17.5% | +5.2% |
| 3Y | +202.8% | +124.5% | +78.4% | +108.2% |
| 5Y | +156.7% | +1.5% | +155.2% | +109.8% |
| 10Y | +548.7% | +7.8% | +540.9% | +291.7% |
| All | +1,833.6% | +101.8% | +1,731.8% | +487.9% |
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