+622.0%
GS vs RACE
+647.6%
-25.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | +0.9% | -2.5% | +3.5% | +2.0% |
| 30D | -1.6% | +0.8% | -2.3% | -2.0% |
| 3M | -4.5% | +17.2% | -21.6% | -10.9% |
| 6M | +20.9% | +13.6% | +7.3% | +13.8% |
| YTD | +19.9% | +12.2% | +7.7% | +12.8% |
| 1Y | +41.4% | -16.3% | +57.7% | +48.5% |
| 3Y | +239.2% | +36.4% | +202.7% | +178.8% |
| 5Y | +185.0% | +95.0% | +90.1% | +94.7% |
| 10Y | +655.0% | +813.2% | -158.3% | +176.9% |
| All | +622.0% | +647.6% | -25.6% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling