+437.1%
GS vs SM
+18.2%
+418.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.6% | -2.2% |
| 7D | +5.1% | +10.6% | -5.5% | +3.6% |
| 30D | +2.4% | -15.0% | +17.4% | +4.3% |
| 3M | -11.5% | +1.7% | -13.2% | -12.4% |
| 6M | -2.5% | +5.9% | -8.4% | -4.9% |
| YTD | +5.5% | +79.0% | -73.5% | -6.1% |
| 1Y | +11.0% | +84.7% | -73.6% | -1.7% |
| 3Y | +200.1% | -3.5% | +203.5% | +186.8% |
| 5Y | +154.7% | +4.9% | +149.8% | +131.9% |
| All | +437.1% | +18.2% | +418.9% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling