+396.6%
GS vs NET
+1,381.0%
-984.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.1% | +3.9% |
| 7D | +0.3% | -16.4% | +16.7% | +2.4% |
| 30D | +3.9% | -25.8% | +29.7% | +7.5% |
| 3M | -11.4% | -11.5% | +0.1% | -10.7% |
| 6M | +3.7% | +18.9% | -15.2% | +0.1% |
| YTD | +7.1% | +35.2% | -28.1% | +0.8% |
| 1Y | +19.7% | +14.5% | +5.2% | +14.9% |
| 3Y | +202.8% | +313.8% | -111.0% | +146.7% |
| 5Y | +156.7% | +32.6% | +124.1% | +112.6% |
| All | +396.6% | +1,381.0% | -984.4% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling