+3,309.9%
V vs GS
+569.1%
+2,740.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.2% | -0.6% |
| 7D | +2.9% | -6.3% | +9.3% | +5.7% |
| 30D | +14.0% | -3.1% | +17.2% | +15.4% |
| 3M | +14.9% | -17.7% | +32.5% | +24.0% |
| 6M | +31.7% | -4.6% | +36.3% | +31.8% |
| YTD | +21.2% | +0.3% | +20.9% | +17.6% |
| 1Y | +25.3% | +11.7% | +13.6% | +15.9% |
| 3Y | +77.5% | +183.6% | -106.1% | +6.5% |
| 5Y | +102.6% | +141.0% | -38.4% | +28.6% |
| 10Y | +464.3% | +507.4% | -43.1% | +127.4% |
| All | +3,309.9% | +569.1% | +2,740.7% | +1,061.0% |
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