+156.7%
GS vs RF
+45.2%
+111.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +2.7% |
| 7D | +0.3% | +2.3% | -1.9% | -1.0% |
| 30D | +3.9% | +7.2% | -3.4% | -0.4% |
| 3M | -11.4% | -8.2% | -3.2% | -6.8% |
| 6M | +3.7% | +7.0% | -3.3% | -0.9% |
| YTD | +7.1% | +10.3% | -3.2% | +0.7% |
| 1Y | +19.7% | +25.1% | -5.4% | +4.5% |
| 3Y | +202.8% | +110.3% | +92.5% | +101.6% |
| 5Y | +156.7% | +47.1% | +109.6% | +96.3% |
| All | +156.7% | +45.2% | +111.5% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling