+1,710.5%
GS vs O
+2,385.5%
-674.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.8% | -6.6% |
| 7D | -6.3% | +4.5% | -10.9% | -8.3% |
| 30D | -3.1% | +10.2% | -13.3% | -7.7% |
| 3M | -17.7% | -3.8% | -13.9% | -16.2% |
| 6M | -4.6% | -3.8% | -0.7% | -3.5% |
| YTD | +0.3% | +10.3% | -10.0% | -5.5% |
| 1Y | +11.7% | +11.9% | -0.2% | +4.5% |
| 3Y | +183.6% | +38.1% | +145.4% | +135.8% |
| 5Y | +141.0% | +11.1% | +129.9% | +120.9% |
| 10Y | +507.4% | +72.7% | +434.7% | +317.5% |
| All | +1,710.5% | +2,385.5% | -674.9% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling