+486.7%
GS vs USFR
+28.5%
+458.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -2.4% | +0.4% | -2.8% | -2.9% |
| 3M | -15.7% | +1.1% | -16.8% | -16.8% |
| 6M | -6.8% | +2.1% | -8.8% | -9.1% |
| YTD | -0.1% | +3.4% | -3.5% | -4.3% |
| 1Y | +12.1% | +4.1% | +8.0% | +6.4% |
| 3Y | +185.8% | +14.4% | +171.4% | +139.4% |
| 5Y | +140.1% | +21.3% | +118.7% | +85.1% |
| All | +486.7% | +28.5% | +458.2% | +320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling