+455.8%
GS vs NET
+1,449.6%
-993.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.3% |
| 7D | +0.9% | -7.0% | +7.9% | +1.8% |
| 30D | -1.6% | -4.8% | +3.2% | -1.2% |
| 3M | -4.5% | +3.8% | -8.3% | -5.2% |
| 6M | +20.9% | +50.0% | -29.2% | +13.4% |
| YTD | +19.9% | +41.5% | -21.6% | +12.7% |
| 1Y | +41.4% | +32.8% | +8.6% | +33.6% |
| 3Y | +239.2% | +335.9% | -96.7% | +175.2% |
| 5Y | +185.0% | +113.8% | +71.2% | +128.9% |
| All | +455.8% | +1,449.6% | -993.8% | +255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling