+141.0%
GS vs SE
-79.0%
+220.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.7% | -0.7% | -5.6% |
| 7D | -6.3% | -1.2% | -5.1% | -6.1% |
| 30D | -3.1% | -21.7% | +18.5% | 0.0% |
| 3M | -17.7% | -34.2% | +16.5% | -13.2% |
| 6M | -4.6% | -10.5% | +5.9% | -3.9% |
| YTD | +0.3% | -40.7% | +41.0% | +6.2% |
| 1Y | +11.7% | -52.1% | +63.8% | +21.4% |
| 3Y | +183.6% | +68.9% | +114.7% | +162.7% |
| 5Y | +141.0% | -78.9% | +219.8% | +138.7% |
| All | +141.0% | -79.0% | +220.0% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling