+72.2%
V vs GS
+185.3%
-113.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -1.7% | +0.9% | -2.6% | -2.0% |
| 30D | +2.0% | -1.6% | +3.5% | +2.4% |
| 3M | +17.4% | -4.5% | +21.8% | +18.2% |
| 6M | +17.5% | +20.9% | -3.4% | +7.5% |
| YTD | +7.6% | +19.9% | -12.3% | -1.8% |
| 1Y | +7.7% | +41.4% | -33.7% | -8.5% |
| 3Y | +54.7% | +239.2% | -184.5% | -14.0% |
| All | +72.2% | +185.3% | -113.1% | -1.2% |
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 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