+448.8%
GS vs NDAQ
+476.8%
-28.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.4% |
| 7D | +1.6% | +2.9% | -1.3% | +0.1% |
| 30D | +1.7% | +17.5% | -15.8% | -7.6% |
| 3M | -11.6% | +15.4% | -27.0% | -19.0% |
| 6M | -1.9% | +24.6% | -26.5% | -15.1% |
| YTD | +5.1% | +14.4% | -9.4% | -5.1% |
| 1Y | +16.4% | +26.9% | -10.5% | -1.6% |
| 3Y | +199.0% | +119.8% | +79.1% | +79.6% |
| 5Y | +157.4% | +70.5% | +86.9% | +76.4% |
| All | +448.8% | +476.8% | -28.0% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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