+185.7%
GS vs RACE
+93.6%
+92.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | +0.9% | -2.5% | +3.5% | +1.8% |
| 30D | -1.6% | +0.8% | -2.3% | -1.9% |
| 3M | -4.5% | +17.2% | -21.6% | -10.0% |
| 6M | +20.9% | +13.6% | +7.3% | +14.9% |
| YTD | +19.9% | +12.2% | +7.7% | +13.9% |
| 1Y | +41.4% | -16.3% | +57.7% | +48.1% |
| 3Y | +239.2% | +36.4% | +202.7% | +179.5% |
| All | +185.7% | +93.6% | +92.2% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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