+458.9%
GS vs O
+82.5%
+376.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -0.1% | +0.6% | -0.7% | -0.4% |
| 30D | +3.7% | +9.4% | -5.7% | -0.3% |
| 3M | -10.0% | -2.4% | -7.6% | -9.1% |
| 6M | -1.0% | -1.9% | +0.9% | -0.9% |
| YTD | +7.0% | +10.5% | -3.5% | +1.2% |
| 1Y | +16.6% | +10.0% | +6.7% | +10.5% |
| 3Y | +204.4% | +40.5% | +163.9% | +153.7% |
| 5Y | +160.0% | +10.2% | +149.8% | +141.0% |
| 10Y | +458.9% | +82.5% | +376.4% | +383.3% |
| All | +458.9% | +82.5% | +376.4% | +383.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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