+2,064.0%
GS vs RF
+148.7%
+1,915.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | +1.3% | -0.4% | +0.4% |
| 30D | -1.6% | -3.6% | +2.0% | 0.0% |
| 3M | -4.5% | +8.1% | -12.6% | -7.8% |
| 6M | +20.9% | +11.5% | +9.4% | +15.2% |
| YTD | +19.9% | +15.6% | +4.3% | +12.6% |
| 1Y | +41.4% | +15.7% | +25.7% | +32.6% |
| 3Y | +239.2% | +86.9% | +152.3% | +158.9% |
| 5Y | +185.0% | +89.8% | +95.2% | +112.2% |
| 10Y | +655.0% | +344.7% | +310.3% | +289.9% |
| All | +2,064.0% | +148.7% | +1,915.4% | +905.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling