+486.7%
GS vs SAP
+216.8%
+269.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | +1.3% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | -2.4% | +11.1% | -13.5% | -6.6% |
| 3M | -15.7% | +17.0% | -32.8% | -21.3% |
| 6M | -6.8% | +34.8% | -41.6% | -19.2% |
| YTD | -0.1% | -2.2% | +2.2% | -1.6% |
| 1Y | +12.1% | -6.4% | +18.5% | +12.8% |
| 3Y | +185.8% | +75.1% | +110.6% | +105.9% |
| 5Y | +140.1% | +69.8% | +70.3% | +70.4% |
| All | +486.7% | +216.8% | +269.9% | +227.0% |
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