+12.2%
GS vs Q
+56.5%
-44.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.4% | +1.0% | -4.3% |
| 7D | -6.3% | -10.3% | +4.0% | -3.4% |
| 30D | -3.1% | -17.7% | +14.5% | +2.0% |
| 3M | -17.7% | -18.8% | +1.2% | -13.3% |
| 6M | -4.6% | -24.8% | +20.2% | +0.9% |
| YTD | +0.3% | +35.0% | -34.7% | -10.2% |
| 1Y | +11.7% | +10.7% | +1.0% | +3.5% |
| All | +12.2% | +56.5% | -44.3% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling