-39.1%
INTC vs GS
-12.4%
-26.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.8% | 0.0% |
| 7D | -1.0% | +0.8% | -1.8% | -1.7% |
| 30D | -43.3% | +1.2% | -44.5% | -41.8% |
| All | -39.1% | -12.4% | -26.7% | -31.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling