+141.0%
GS vs NDAQ
+60.9%
+80.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.7% | -5.1% |
| 7D | -6.3% | +1.2% | -7.5% | -6.8% |
| 30D | -3.1% | +15.8% | -18.9% | -10.0% |
| 3M | -17.7% | +13.4% | -31.0% | -22.8% |
| 6M | -4.6% | +20.9% | -25.4% | -14.3% |
| YTD | +0.3% | +11.1% | -10.8% | -6.3% |
| 1Y | +11.7% | +26.5% | -14.8% | -3.3% |
| 3Y | +183.6% | +121.5% | +62.1% | +84.3% |
| 5Y | +141.0% | +61.3% | +79.6% | +66.6% |
| All | +141.0% | +60.9% | +80.1% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling