+37.3%
GS vs SARO
-9.8%
+47.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +2.4% | +0.6% | +1.8% | +2.2% |
| 30D | -0.1% | -14.5% | +14.4% | +5.0% |
| 3M | +0.2% | -5.3% | +5.5% | +1.6% |
| 6M | +24.8% | -15.3% | +40.1% | +29.9% |
| YTD | +18.8% | -15.6% | +34.3% | +23.9% |
| 1Y | +37.3% | -9.1% | +46.4% | +39.0% |
| All | +37.3% | -9.8% | +47.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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