+367.5%
GS vs SITM
+3,107.0%
-2,739.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +17.4% | -17.8% | -2.9% |
| 7D | -3.2% | -6.7% | +3.5% | -2.6% |
| 30D | -2.4% | -37.3% | +34.9% | +3.8% |
| 3M | -15.7% | -39.4% | +23.6% | -10.4% |
| 6M | -6.8% | -33.1% | +26.3% | -4.4% |
| YTD | -0.1% | +18.0% | -18.1% | -7.4% |
| 1Y | +12.1% | +22.7% | -10.6% | +3.0% |
| 3Y | +185.8% | +283.8% | -98.0% | +106.8% |
| 5Y | +140.1% | +45.0% | +95.0% | +83.6% |
| All | +367.5% | +3,107.0% | -2,739.5% | +104.2% |
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