+119.2%
GS vs SARO
-21.1%
+140.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.4% |
| 7D | +3.4% | +1.1% | +2.3% | +2.9% |
| 30D | +0.2% | -16.2% | +16.4% | +7.5% |
| 3M | -0.3% | -1.3% | +1.0% | -0.5% |
| 6M | +27.4% | -15.2% | +42.6% | +34.5% |
| YTD | +19.6% | -14.7% | +34.3% | +25.7% |
| 1Y | +42.5% | -9.1% | +51.5% | +44.4% |
| All | +119.2% | -21.1% | +140.3% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling