+619.6%
GS vs P
+485.4%
+134.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +0.9% | +6.5% | -5.6% | -0.4% |
| 30D | -1.6% | +18.8% | -20.4% | -5.7% |
| 3M | -4.5% | +26.7% | -31.2% | -10.1% |
| 6M | +20.9% | +62.2% | -41.3% | +6.9% |
| YTD | +19.9% | +48.5% | -28.6% | +7.5% |
| 1Y | +41.4% | +26.4% | +15.0% | +28.5% |
| 3Y | +239.2% | +159.4% | +79.7% | +148.0% |
| 5Y | +185.0% | +275.8% | -90.8% | +84.7% |
| 10Y | +655.0% | +732.0% | -77.1% | +288.0% |
| All | +619.6% | +485.4% | +134.2% | +273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling