+173.9%
GS vs S
-51.7%
+225.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +5.9% | +2.0% | +3.9% | +5.6% |
| 30D | +4.3% | -2.7% | +7.0% | +4.5% |
| 3M | -11.7% | -6.9% | -4.8% | -11.4% |
| 6M | -3.2% | +38.1% | -41.2% | -7.9% |
| YTD | +5.8% | +48.0% | -42.2% | -0.8% |
| 1Y | +16.0% | +34.5% | -18.4% | +9.8% |
| 3Y | +199.8% | +38.3% | +161.4% | +179.4% |
| 5Y | +155.5% | -70.9% | +226.4% | +149.3% |
| All | +173.9% | -51.7% | +225.7% | +168.8% |
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