+2,064.0%
GS vs NI
+1,055.2%
+1,008.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +0.9% | +2.0% | -1.1% | 0.0% |
| 30D | -1.6% | -3.5% | +2.0% | 0.0% |
| 3M | -4.5% | -9.1% | +4.6% | -0.6% |
| 6M | +20.9% | -11.8% | +32.7% | +27.3% |
| YTD | +19.9% | +1.1% | +18.8% | +18.0% |
| 1Y | +41.4% | +6.7% | +34.7% | +35.4% |
| 3Y | +239.2% | +71.1% | +168.1% | +157.0% |
| 5Y | +185.0% | +94.3% | +90.7% | +100.0% |
| 10Y | +655.0% | +135.8% | +519.2% | +356.7% |
| All | +2,064.0% | +1,055.2% | +1,008.9% | +412.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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