+438.8%
GS vs SAP
+237.3%
+201.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +5.9% | +0.6% | +5.2% | +5.6% |
| 30D | +4.3% | +6.5% | -2.2% | +1.6% |
| 3M | -11.7% | +12.2% | -23.9% | -16.0% |
| 6M | -3.2% | +46.1% | -49.2% | -18.9% |
| YTD | +5.8% | -1.6% | +7.4% | +3.9% |
| 1Y | +16.0% | -5.1% | +21.1% | +16.0% |
| 3Y | +199.8% | +68.4% | +131.4% | +119.9% |
| 5Y | +155.5% | +79.4% | +76.1% | +76.0% |
| All | +438.8% | +237.3% | +201.6% | +183.3% |
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