+652.8%
GS vs SAP
+177.1%
+475.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +0.9% | -2.9% | +3.8% | +2.1% |
| 30D | -1.6% | +9.0% | -10.6% | -5.1% |
| 3M | -4.5% | +14.9% | -19.4% | -10.8% |
| 6M | +20.9% | +11.9% | +9.0% | +13.1% |
| YTD | +19.9% | -9.9% | +29.8% | +22.4% |
| 1Y | +41.4% | -19.5% | +61.0% | +51.7% |
| 3Y | +239.2% | +61.8% | +177.4% | +152.5% |
| 5Y | +185.0% | +56.2% | +128.9% | +109.6% |
| All | +652.8% | +177.1% | +475.7% | +311.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling