+158.8%
GS vs S
-52.7%
+211.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -3.2% | -13.4% | +10.2% | -1.5% |
| 30D | -2.4% | -14.0% | +11.6% | -0.7% |
| 3M | -15.7% | +4.9% | -20.6% | -16.8% |
| 6M | -6.8% | +42.0% | -48.8% | -11.6% |
| YTD | -0.1% | +45.1% | -45.2% | -6.1% |
| 1Y | +12.1% | +33.1% | -21.0% | +6.3% |
| 3Y | +185.8% | +40.6% | +145.1% | +166.1% |
| 5Y | +140.1% | -67.5% | +207.6% | +134.6% |
| All | +158.8% | -52.7% | +211.4% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling