+185.8%
GS vs S
+34.5%
+151.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -3.2% | -13.4% | +10.2% | -0.9% |
| 30D | -2.4% | -14.0% | +11.6% | -0.1% |
| 3M | -15.7% | +4.9% | -20.6% | -17.2% |
| 6M | -6.8% | +42.0% | -48.8% | -13.8% |
| YTD | -0.1% | +45.1% | -45.2% | -8.8% |
| 1Y | +12.1% | +33.1% | -21.0% | +3.7% |
| 3Y | +185.8% | +40.6% | +145.1% | +143.8% |
| All | +185.8% | +34.5% | +151.3% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling