+478.5%
GS vs NDAQ
+484.3%
-5.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +3.9% |
| 7D | +0.8% | -0.1% | +0.9% | +1.0% |
| 30D | +1.2% | +15.9% | -14.6% | -7.2% |
| 3M | -12.4% | +15.1% | -27.5% | -19.6% |
| 6M | -2.3% | +22.9% | -25.2% | -14.8% |
| YTD | +4.6% | +12.8% | -8.2% | -4.8% |
| 1Y | +17.5% | +26.0% | -8.5% | -0.2% |
| 3Y | +202.0% | +119.7% | +82.3% | +81.5% |
| 5Y | +152.4% | +65.4% | +87.0% | +76.3% |
| 10Y | +478.5% | +469.3% | +9.3% | +85.3% |
| All | +478.5% | +484.3% | -5.8% | +85.3% |
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