+415.4%
GS vs SE
+589.8%
-174.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +0.9% | -6.1% | +7.0% | +1.8% |
| 30D | -1.6% | -2.5% | +0.9% | -1.5% |
| 3M | -4.5% | +21.7% | -26.2% | -7.3% |
| 6M | +20.9% | +27.0% | -6.1% | +16.2% |
| YTD | +19.9% | -12.1% | +32.0% | +20.6% |
| 1Y | +41.4% | -40.9% | +82.3% | +49.3% |
| 3Y | +239.2% | +191.0% | +48.2% | +188.8% |
| 5Y | +185.0% | -68.3% | +253.3% | +198.1% |
| All | +415.4% | +589.8% | -174.4% | +248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling