+155.6%
GS vs SITM
+73.6%
+82.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.9% | +1.2% |
| 7D | +5.9% | +6.6% | -0.8% | +4.8% |
| 30D | +4.3% | -15.3% | +19.6% | +6.3% |
| 3M | -11.7% | -35.4% | +23.7% | -6.8% |
| 6M | -3.2% | -46.8% | +43.6% | +3.6% |
| YTD | +5.8% | +25.9% | -20.1% | -3.4% |
| 1Y | +16.0% | +54.0% | -38.0% | +2.2% |
| 3Y | +199.8% | +315.6% | -115.8% | +110.3% |
| All | +155.6% | +73.6% | +82.0% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling