+486.7%
GS vs RF
+279.4%
+207.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -3.2% | -0.9% | -2.3% | -2.6% |
| 30D | -2.4% | +6.0% | -8.4% | -5.8% |
| 3M | -15.7% | -8.9% | -6.8% | -10.8% |
| 6M | -6.8% | +2.3% | -9.1% | -8.4% |
| YTD | -0.1% | +7.6% | -7.6% | -4.7% |
| 1Y | +12.1% | +21.2% | -9.1% | -0.6% |
| 3Y | +185.8% | +108.5% | +77.3% | +82.4% |
| 5Y | +140.1% | +43.2% | +96.9% | +83.2% |
| All | +486.7% | +279.4% | +207.3% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling