+77.6%
V vs GS
+183.4%
-105.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.2% | -3.2% | +5.4% | +3.0% |
| 30D | +13.6% | -2.4% | +16.0% | +14.2% |
| 3M | +14.3% | -15.7% | +30.0% | +18.7% |
| 6M | +33.1% | -6.8% | +39.9% | +33.0% |
| YTD | +21.2% | -0.1% | +21.3% | +17.7% |
| 1Y | +26.4% | +12.1% | +14.3% | +18.1% |
| 3Y | +77.6% | +185.8% | -108.2% | +32.1% |
| All | +77.6% | +183.4% | -105.8% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling