+186.8%
GS vs O
+38.4%
+148.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.8% | -6.4% |
| 7D | -6.3% | +4.5% | -10.9% | -7.0% |
| 30D | -3.1% | +10.2% | -13.3% | -4.7% |
| 3M | -17.7% | -3.8% | -13.9% | -17.3% |
| 6M | -4.6% | -3.8% | -0.7% | -4.2% |
| YTD | +0.3% | +10.3% | -10.0% | -3.4% |
| 1Y | +11.7% | +11.9% | -0.2% | +7.1% |
| All | +186.8% | +38.4% | +148.5% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling