+1,833.6%
GS vs SM
+620.5%
+1,213.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -15.3% | +18.9% | +6.2% |
| 7D | +0.3% | -21.5% | +21.8% | +4.2% |
| 30D | +3.9% | -11.4% | +15.2% | +5.5% |
| 3M | -11.4% | +0.6% | -12.1% | -12.6% |
| 6M | +3.7% | +0.2% | +3.4% | +1.4% |
| YTD | +7.1% | +69.7% | -62.5% | -6.0% |
| 1Y | +19.7% | +71.6% | -51.9% | +4.5% |
| 3Y | +202.8% | -16.9% | +219.7% | +194.0% |
| 5Y | +156.7% | -3.2% | +160.0% | +130.8% |
| 10Y | +548.7% | +15.5% | +533.2% | +280.2% |
| All | +1,833.6% | +620.5% | +1,213.1% | +590.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling