+16.6%
GS vs SAP
-5.5%
+22.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -0.1% | -2.5% | +2.3% | -0.1% |
| 30D | +3.7% | +7.5% | -3.8% | +3.5% |
| 3M | -10.0% | +11.6% | -21.6% | -10.0% |
| 6M | -1.0% | +37.6% | -38.6% | 0.0% |
| YTD | +7.0% | -2.0% | +8.9% | +13.4% |
| 1Y | +16.6% | -6.4% | +23.0% | +28.8% |
| All | +16.6% | -5.5% | +22.2% | +28.8% |
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