+240.4%
GS vs SITM
+409.8%
-169.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | +3.4% | +8.4% | -5.0% | +2.0% |
| 30D | +0.2% | -17.4% | +17.6% | +3.0% |
| 3M | -0.3% | -9.8% | +9.5% | -0.4% |
| 6M | +27.4% | +83.0% | -55.6% | +10.6% |
| YTD | +19.6% | +69.6% | -49.9% | +4.3% |
| 1Y | +42.5% | +144.9% | -102.4% | +14.4% |
| 3Y | +240.4% | +429.9% | -189.4% | +124.0% |
| All | +240.4% | +409.8% | -169.4% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling