+185.7%
GS vs NET
+112.9%
+72.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.3% |
| 7D | +0.9% | -7.0% | +7.9% | +1.9% |
| 30D | -1.6% | -4.8% | +3.2% | -1.1% |
| 3M | -4.5% | +3.8% | -8.3% | -5.3% |
| 6M | +20.9% | +50.0% | -29.2% | +12.1% |
| YTD | +19.9% | +41.5% | -21.6% | +11.5% |
| 1Y | +41.4% | +32.8% | +8.6% | +32.2% |
| 3Y | +239.2% | +335.9% | -96.7% | +164.2% |
| All | +185.7% | +112.9% | +72.8% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling