+2,926.4%
V vs GS
+699.8%
+2,226.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -1.7% | +0.9% | -2.6% | -2.1% |
| 30D | +2.0% | -1.6% | +3.5% | +2.5% |
| 3M | +17.4% | -4.5% | +21.8% | +18.2% |
| 6M | +17.5% | +20.9% | -3.4% | +6.4% |
| YTD | +7.6% | +19.9% | -12.3% | -2.8% |
| 1Y | +7.7% | +41.4% | -33.7% | -9.7% |
| 3Y | +54.7% | +239.2% | -184.5% | -13.8% |
| 5Y | +73.0% | +185.0% | -112.0% | +2.6% |
| 10Y | +390.9% | +655.0% | -264.1% | +81.1% |
| All | +2,926.4% | +699.8% | +2,226.6% | +859.5% |
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