+141.0%
GS vs RACE
+65.1%
+75.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.0% | -5.6% |
| 7D | -6.3% | +5.7% | -12.0% | -8.1% |
| 30D | -3.1% | +9.3% | -12.4% | -6.0% |
| 3M | -17.7% | +3.8% | -21.5% | -18.8% |
| 6M | -4.6% | +29.8% | -34.3% | -13.3% |
| YTD | +0.3% | +15.6% | -15.3% | -5.7% |
| 1Y | +11.7% | +5.1% | +6.7% | +8.6% |
| 3Y | +183.6% | +30.8% | +152.8% | +139.1% |
| 5Y | +141.0% | +67.4% | +73.5% | +68.7% |
| All | +141.0% | +65.1% | +75.9% | +68.7% |
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