+141.0%
GS vs S
-69.2%
+210.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.8% | +2.4% | -5.2% |
| 7D | -6.3% | -16.7% | +10.4% | -4.1% |
| 30D | -3.1% | -17.0% | +13.8% | -0.9% |
| 3M | -17.7% | +2.0% | -19.7% | -18.5% |
| 6M | -4.6% | +35.1% | -39.6% | -9.4% |
| YTD | +0.3% | +42.8% | -42.5% | -6.0% |
| 1Y | +11.7% | +27.7% | -16.0% | +6.0% |
| 3Y | +183.6% | +33.0% | +150.6% | +163.7% |
| 5Y | +141.0% | -68.0% | +208.9% | +136.7% |
| All | +141.0% | -69.2% | +210.1% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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