+545.1%
GS vs RACE
+688.6%
-143.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +1.8% |
| 7D | +0.3% | +9.9% | -9.6% | -3.4% |
| 30D | +3.9% | +12.8% | -8.9% | -1.1% |
| 3M | -11.4% | +7.4% | -18.8% | -14.1% |
| 6M | +3.7% | +27.6% | -23.9% | -6.8% |
| YTD | +7.1% | +18.4% | -11.2% | -1.4% |
| 1Y | +19.7% | +9.5% | +10.1% | +13.5% |
| 3Y | +202.8% | +33.9% | +168.9% | +151.9% |
| 5Y | +156.7% | +74.9% | +81.9% | +84.8% |
| 10Y | +548.7% | +814.9% | -266.2% | +137.2% |
| All | +545.1% | +688.6% | -143.5% | +124.6% |
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