+2,004.0%
GS vs NDAQ
+2,327.9%
-323.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.9% |
| 7D | +0.9% | -2.4% | +3.4% | +2.0% |
| 30D | -1.6% | +2.5% | -4.0% | -2.6% |
| 3M | -4.5% | +9.9% | -14.4% | -9.0% |
| 6M | +20.9% | +9.4% | +11.4% | +14.9% |
| YTD | +19.9% | +0.4% | +19.5% | +17.9% |
| 1Y | +41.4% | +4.0% | +37.4% | +36.7% |
| 3Y | +239.2% | +94.4% | +144.8% | +150.5% |
| 5Y | +185.0% | +56.7% | +128.3% | +127.7% |
| 10Y | +655.0% | +375.3% | +279.7% | +277.3% |
| All | +2,004.0% | +2,327.9% | -323.9% | +582.1% |
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 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