+1,833.6%
GS vs SAP
+977.8%
+855.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.7% | +1.8% |
| 7D | +0.3% | +1.3% | -1.0% | -0.3% |
| 30D | +3.9% | +15.5% | -11.7% | -2.4% |
| 3M | -11.4% | +22.8% | -34.2% | -19.2% |
| 6M | +3.7% | +42.5% | -38.8% | -13.0% |
| YTD | +7.1% | +0.5% | +6.6% | +2.7% |
| 1Y | +19.7% | -5.9% | +25.6% | +18.1% |
| 3Y | +202.8% | +79.5% | +123.3% | +120.3% |
| 5Y | +156.7% | +75.3% | +81.4% | +85.2% |
| 10Y | +548.7% | +228.9% | +319.8% | +242.3% |
| All | +1,833.6% | +977.8% | +855.7% | +409.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling