+41.4%
GS vs SAP
-19.8%
+61.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +0.9% | -2.9% | +3.8% | +1.0% |
| 30D | -1.6% | +9.0% | -10.6% | -1.7% |
| 3M | -4.5% | +14.9% | -19.4% | -2.8% |
| 6M | +20.9% | +11.9% | +9.0% | +23.6% |
| YTD | +19.9% | -9.9% | +29.8% | +25.1% |
| 1Y | +41.4% | -19.5% | +61.0% | +48.2% |
| All | +41.4% | -19.8% | +61.2% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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