+16.0%
GS vs NDAQ
+24.5%
-8.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.9% | +1.3% | +4.6% | +5.6% |
| 30D | +4.3% | +18.0% | -13.6% | +1.0% |
| 3M | -11.7% | +11.5% | -23.2% | -13.5% |
| 6M | -3.2% | +21.1% | -24.3% | -7.0% |
| YTD | +5.8% | +12.8% | -7.0% | +3.1% |
| 1Y | +16.0% | +25.7% | -9.7% | +5.1% |
| All | +16.0% | +24.5% | -8.5% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling