+141.0%
GS vs RF
+42.4%
+98.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.2% | -5.1% |
| 7D | -6.3% | -1.6% | -4.7% | -5.3% |
| 30D | -3.1% | +5.0% | -8.2% | -5.9% |
| 3M | -17.7% | -10.0% | -7.7% | -12.3% |
| 6M | -4.6% | +3.3% | -7.9% | -6.7% |
| YTD | +0.3% | +7.9% | -7.6% | -4.4% |
| 1Y | +11.7% | +21.2% | -9.5% | -0.6% |
| 3Y | +183.6% | +105.8% | +77.8% | +91.3% |
| 5Y | +141.0% | +43.7% | +97.2% | +87.1% |
| All | +141.0% | +42.4% | +98.5% | +87.1% |
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