+51.1%
INTC vs GS
+11.2%
+39.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +8.0% |
| 7D | -14.4% | -3.2% | -11.2% | -11.7% |
| 30D | -50.2% | -2.4% | -47.8% | -48.2% |
| 3M | -43.6% | -15.7% | -27.9% | -33.8% |
| 6M | -50.2% | -6.8% | -43.4% | -45.3% |
| YTD | +52.5% | -0.1% | +52.6% | +55.5% |
| 1Y | +51.1% | +12.1% | +39.0% | +35.8% |
| All | +51.1% | +11.2% | +39.9% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling