+152.4%
GS vs SBUX
+7.5%
+144.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.8% | +0.8% | +3.4% |
| 7D | +0.8% | +4.8% | -4.0% | -0.6% |
| 30D | +1.2% | +20.6% | -19.4% | -4.6% |
| 3M | -12.4% | +4.3% | -16.7% | -13.6% |
| 6M | -2.3% | +5.5% | -7.8% | -4.4% |
| YTD | +4.6% | +32.3% | -27.7% | -5.8% |
| 1Y | +17.5% | +31.2% | -13.6% | +5.9% |
| 3Y | +202.0% | +14.8% | +187.2% | +183.9% |
| 5Y | +152.4% | +8.0% | +144.4% | +142.2% |
| All | +152.4% | +7.5% | +144.9% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 SBUX 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