+185.7%
GS vs NDAQ
+55.8%
+129.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +1.0% |
| 7D | +0.9% | -2.4% | +3.4% | +2.2% |
| 30D | -1.6% | +2.5% | -4.0% | -2.8% |
| 3M | -4.5% | +9.9% | -14.4% | -9.7% |
| 6M | +20.9% | +9.4% | +11.4% | +13.9% |
| YTD | +19.9% | +0.4% | +19.5% | +17.9% |
| 1Y | +41.4% | +4.0% | +37.4% | +35.9% |
| 3Y | +239.2% | +94.4% | +144.8% | +135.5% |
| All | +185.7% | +55.8% | +129.9% | +102.7% |
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