+458.9%
GS vs SM
+10.6%
+448.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.7% | +1.0% |
| 7D | -0.1% | +0.3% | -0.5% | -0.2% |
| 30D | +3.7% | -17.3% | +21.0% | +6.0% |
| 3M | -10.0% | -3.6% | -6.4% | -10.2% |
| 6M | -1.0% | +2.9% | -3.9% | -3.0% |
| YTD | +7.0% | +70.2% | -63.2% | -4.0% |
| 1Y | +16.6% | +66.5% | -49.9% | +4.8% |
| 3Y | +204.4% | -8.2% | +212.6% | +193.1% |
| 5Y | +160.0% | -1.5% | +161.5% | +138.9% |
| 10Y | +458.9% | +11.9% | +447.0% | +254.3% |
| All | +458.9% | +10.6% | +448.3% | +254.3% |
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