+141.0%
GS vs SM
-8.9%
+149.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.6% | -1.8% | -5.7% |
| 7D | -6.3% | -25.1% | +18.8% | -2.5% |
| 30D | -3.1% | -15.6% | +12.4% | -1.2% |
| 3M | -17.7% | +2.7% | -20.4% | -19.0% |
| 6M | -4.6% | -3.8% | -0.7% | -6.1% |
| YTD | +0.3% | +61.8% | -61.5% | -12.5% |
| 1Y | +11.7% | +71.4% | -59.6% | -4.1% |
| 3Y | +183.6% | -20.7% | +204.3% | +176.0% |
| 5Y | +141.0% | -11.5% | +152.5% | +121.0% |
| All | +141.0% | -8.9% | +149.8% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling