+24.0%
INTC vs GS
+156.8%
-132.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.4% |
| 7D | -4.0% | +1.6% | -5.6% | -5.0% |
| 30D | -44.5% | +1.7% | -46.1% | -44.5% |
| 3M | -40.4% | -11.6% | -28.8% | -34.3% |
| 6M | -53.5% | -1.9% | -51.6% | -52.1% |
| YTD | +57.5% | +5.1% | +52.5% | +54.3% |
| 1Y | +51.2% | +16.4% | +34.8% | +38.1% |
| 3Y | +51.6% | +199.0% | -147.4% | -24.0% |
| All | +24.0% | +156.8% | -132.7% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling