+186.8%
GS vs SAP
+82.9%
+104.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.8% | -6.6% |
| 7D | -6.3% | +4.0% | -10.4% | -7.1% |
| 30D | -3.1% | +15.7% | -18.9% | -5.8% |
| 3M | -17.7% | +23.4% | -41.1% | -21.0% |
| 6M | -4.6% | +41.3% | -45.8% | -11.1% |
| YTD | +0.3% | +2.0% | -1.7% | +2.4% |
| 1Y | +11.7% | -5.1% | +16.8% | +17.2% |
| All | +186.8% | +82.9% | +104.0% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling