+12.1%
GS vs SAP
-7.9%
+20.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | -0.3% |
| 7D | -3.2% | -0.7% | -2.5% | -3.2% |
| 30D | -2.4% | +11.1% | -13.5% | -2.6% |
| 3M | -15.7% | +17.0% | -32.8% | -15.9% |
| 6M | -6.8% | +34.8% | -41.6% | -5.7% |
| YTD | -0.1% | -2.2% | +2.2% | +6.2% |
| 1Y | +12.1% | -6.4% | +18.5% | +24.3% |
| All | +12.1% | -7.9% | +20.0% | +24.3% |
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 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