+447.5%
INTC vs GS
+1,903.9%
-1,456.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +7.1% | +0.9% | +6.1% | +6.6% |
| 30D | -5.2% | -1.6% | -3.6% | -4.5% |
| 3M | -14.3% | -4.5% | -9.8% | -11.8% |
| 6M | +110.2% | +20.9% | +89.3% | +92.9% |
| YTD | +159.6% | +19.9% | +139.7% | +138.9% |
| 1Y | +289.3% | +41.4% | +247.9% | +230.9% |
| 3Y | +166.1% | +239.2% | -73.1% | +50.1% |
| 5Y | +94.4% | +185.0% | -90.7% | +17.5% |
| 10Y | +227.7% | +655.0% | -427.3% | +20.9% |
| All | +447.5% | +1,903.9% | -1,456.4% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling