+2,064.0%
GS vs SBUX
+2,933.4%
-869.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.6% |
| 7D | +0.9% | -3.1% | +4.1% | +2.2% |
| 30D | -1.6% | -0.9% | -0.7% | -1.3% |
| 3M | -4.5% | +11.6% | -16.1% | -9.1% |
| 6M | +20.9% | +8.8% | +12.1% | +15.5% |
| YTD | +19.9% | +26.3% | -6.4% | +7.5% |
| 1Y | +41.4% | +23.1% | +18.3% | +27.4% |
| 3Y | +239.2% | +15.0% | +224.2% | +202.0% |
| 5Y | +185.0% | +0.4% | +184.7% | +163.5% |
| 10Y | +655.0% | +130.7% | +524.3% | +390.8% |
| All | +2,064.0% | +2,933.4% | -869.4% | +364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling