+3,422.7%
V vs GS
+614.6%
+2,808.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.3% | +2.4% |
| 7D | +9.0% | +0.3% | +8.7% | +8.8% |
| 30D | +18.1% | +3.9% | +14.2% | +16.1% |
| 3M | +18.3% | -11.4% | +29.8% | +24.0% |
| 6M | +34.1% | +3.7% | +30.4% | +29.6% |
| YTD | +25.2% | +7.1% | +18.1% | +18.3% |
| 1Y | +29.3% | +19.7% | +9.7% | +16.3% |
| 3Y | +83.4% | +202.8% | -119.5% | +7.1% |
| 5Y | +117.2% | +156.7% | -39.5% | +34.4% |
| 10Y | +483.0% | +548.7% | -65.7% | +128.6% |
| All | +3,422.7% | +614.6% | +2,808.1% | +1,067.5% |
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