+186.8%
GS vs S
+32.3%
+154.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.8% | +2.4% | -4.9% |
| 7D | -6.3% | -16.7% | +10.4% | -3.5% |
| 30D | -3.1% | -17.0% | +13.8% | -0.3% |
| 3M | -17.7% | +2.0% | -19.7% | -18.7% |
| 6M | -4.6% | +35.1% | -39.6% | -11.0% |
| YTD | +0.3% | +42.8% | -42.5% | -8.2% |
| 1Y | +11.7% | +27.7% | -16.0% | +4.2% |
| All | +186.8% | +32.3% | +154.5% | +145.3% |
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