+185.7%
GS vs RF
+89.8%
+95.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | +1.3% | -0.4% | +0.2% |
| 30D | -1.6% | -3.6% | +2.0% | +0.6% |
| 3M | -4.5% | +8.1% | -12.6% | -9.1% |
| 6M | +20.9% | +11.5% | +9.4% | +12.9% |
| YTD | +19.9% | +15.6% | +4.3% | +9.7% |
| 1Y | +41.4% | +15.7% | +25.7% | +29.0% |
| 3Y | +239.2% | +86.9% | +152.3% | +137.7% |
| All | +185.7% | +89.8% | +95.9% | +87.4% |
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