+654.3%
GS vs SM
+6.6%
+647.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -1.6% | +26.3% | -27.9% | -5.0% |
| 3M | -4.5% | +8.7% | -13.2% | -6.3% |
| 6M | +20.9% | +51.7% | -30.8% | +11.8% |
| YTD | +19.9% | +99.0% | -79.2% | +6.0% |
| 1Y | +41.4% | +34.6% | +6.8% | +31.9% |
| 3Y | +239.2% | -7.8% | +246.9% | +227.9% |
| 5Y | +185.0% | +104.8% | +80.3% | +137.1% |
| All | +654.3% | +6.6% | +647.6% | +374.0% |
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