+329.7%
GS vs SE
+366.0%
-36.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.2% | +2.0% | -5.2% | -3.4% |
| 30D | -2.4% | -20.0% | +17.6% | +0.4% |
| 3M | -15.7% | -31.8% | +16.0% | -11.7% |
| 6M | -6.8% | -15.9% | +9.1% | -5.3% |
| YTD | -0.1% | -40.6% | +40.6% | +5.7% |
| 1Y | +12.1% | -50.7% | +62.8% | +21.2% |
| 3Y | +185.8% | +70.3% | +115.5% | +161.0% |
| 5Y | +140.1% | -78.8% | +218.9% | +164.8% |
| All | +329.7% | +366.0% | -36.4% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling