+139.3%
GS vs S
-67.4%
+206.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -3.2% | -13.4% | +10.2% | -1.4% |
| 30D | -2.4% | -14.0% | +11.6% | -0.6% |
| 3M | -15.7% | +4.9% | -20.6% | -16.9% |
| 6M | -6.8% | +42.0% | -48.8% | -12.1% |
| YTD | -0.1% | +45.1% | -45.2% | -6.6% |
| 1Y | +12.1% | +33.1% | -21.0% | +5.8% |
| 3Y | +185.8% | +40.6% | +145.1% | +164.0% |
| All | +139.3% | -67.4% | +206.7% | +140.2% |
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