+185.7%
GS vs P
+276.6%
-90.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +0.9% | +6.5% | -5.6% | -0.2% |
| 30D | -1.6% | +18.8% | -20.4% | -5.2% |
| 3M | -4.5% | +26.7% | -31.2% | -9.5% |
| 6M | +20.9% | +62.2% | -41.3% | +8.6% |
| YTD | +19.9% | +48.5% | -28.6% | +9.0% |
| 1Y | +41.4% | +26.4% | +15.0% | +29.7% |
| 3Y | +239.2% | +159.4% | +79.7% | +156.8% |
| All | +185.7% | +276.6% | -90.9% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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