+139.3%
GS vs O
+10.1%
+129.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -3.2% | +3.7% | -6.9% | -4.4% |
| 30D | -2.4% | +11.2% | -13.6% | -5.9% |
| 3M | -15.7% | -4.0% | -11.8% | -14.7% |
| 6M | -6.8% | -5.2% | -1.5% | -5.5% |
| YTD | -0.1% | +9.5% | -9.5% | -4.9% |
| 1Y | +12.1% | +10.6% | +1.5% | +6.1% |
| 3Y | +185.8% | +38.1% | +147.7% | +137.5% |
| All | +139.3% | +10.1% | +129.2% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling