+1,660.3%
GS vs NDAQ
+2,586.3%
-926.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.7% | -5.2% |
| 7D | -6.3% | +1.2% | -7.5% | -6.8% |
| 30D | -3.1% | +15.8% | -18.9% | -9.2% |
| 3M | -17.7% | +13.4% | -31.0% | -22.2% |
| 6M | -4.6% | +20.9% | -25.4% | -13.1% |
| YTD | +0.3% | +11.1% | -10.8% | -5.8% |
| 1Y | +11.7% | +26.5% | -14.8% | -0.9% |
| 3Y | +183.6% | +121.5% | +62.1% | +97.7% |
| 5Y | +141.0% | +61.3% | +79.6% | +89.7% |
| 10Y | +507.4% | +480.0% | +27.4% | +178.8% |
| All | +1,660.3% | +2,586.3% | -926.0% | +444.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling