+11.0%
GS vs S
+29.4%
-18.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.8% | -0.8% |
| 7D | +5.1% | +4.1% | +1.1% | +4.8% |
| 30D | +2.4% | -7.2% | +9.6% | +3.0% |
| 3M | -11.5% | 0.0% | -11.4% | -11.3% |
| 6M | -2.5% | +41.6% | -44.1% | -5.3% |
| YTD | +5.5% | +48.6% | -43.1% | +1.3% |
| 1Y | +11.0% | +30.0% | -19.0% | +7.4% |
| All | +11.0% | +29.4% | -18.4% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling