+11.8%
GS vs Q
+66.4%
-54.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.7% | -2.1% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -2.4% | -9.8% | +7.4% | +0.1% |
| 3M | -15.7% | -12.2% | -3.5% | -13.2% |
| 6M | -6.8% | -21.6% | +14.8% | -2.6% |
| YTD | -0.1% | +43.6% | -43.6% | -12.1% |
| 1Y | +12.1% | +25.7% | -13.6% | +0.8% |
| All | +11.8% | +66.4% | -54.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling