+12.1%
GS vs SM
+72.1%
-60.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.2% |
| 7D | -3.2% | -25.9% | +22.7% | -6.8% |
| 30D | -2.4% | -15.1% | +12.7% | -4.3% |
| 3M | -15.7% | +4.9% | -20.6% | -14.7% |
| 6M | -6.8% | +6.1% | -12.9% | -4.6% |
| YTD | -0.1% | +63.4% | -63.5% | +3.7% |
| 1Y | +12.1% | +72.5% | -60.4% | +16.7% |
| All | +12.1% | +72.1% | -60.0% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling