+460.9%
GS vs SITM
+4,608.4%
-4,147.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.5% | -0.9% |
| 7D | +0.9% | +9.7% | -8.8% | -0.5% |
| 30D | -1.6% | +12.7% | -14.3% | -4.2% |
| 3M | -4.5% | -13.4% | +8.9% | -3.9% |
| 6M | +20.9% | +59.6% | -38.7% | +9.1% |
| YTD | +19.9% | +73.3% | -53.4% | +6.0% |
| 1Y | +41.4% | +165.5% | -124.1% | +15.7% |
| 3Y | +239.2% | +368.7% | -129.6% | +139.7% |
| 5Y | +185.0% | +172.5% | +12.5% | +100.0% |
| All | +460.9% | +4,608.4% | -4,147.5% | +133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling