+53.5%
INTC vs GS
+16.2%
+37.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.5% |
| 7D | -4.0% | +1.6% | -5.6% | -5.3% |
| 30D | -44.5% | +1.7% | -46.1% | -44.4% |
| 3M | -40.4% | -11.6% | -28.8% | -33.1% |
| 6M | -53.5% | -1.9% | -51.6% | -51.3% |
| YTD | +57.5% | +5.1% | +52.5% | +52.8% |
| All | +53.5% | +16.2% | +37.2% | +34.9% |
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