+141.0%
GS vs SAP
+77.5%
+63.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.8% | -6.8% |
| 7D | -6.3% | +4.0% | -10.4% | -7.5% |
| 30D | -3.1% | +15.7% | -18.9% | -7.4% |
| 3M | -17.7% | +23.4% | -41.1% | -23.0% |
| 6M | -4.6% | +41.3% | -45.8% | -15.3% |
| YTD | +0.3% | +2.0% | -1.7% | -0.2% |
| 1Y | +11.7% | -5.1% | +16.8% | +14.8% |
| 3Y | +183.6% | +82.1% | +101.4% | +111.1% |
| 5Y | +141.0% | +77.2% | +63.8% | +58.2% |
| All | +141.0% | +77.5% | +63.5% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling