+2,064.0%
GS vs SM
+745.3%
+1,318.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -1.6% | +26.3% | -27.9% | -5.8% |
| 3M | -4.5% | +8.7% | -13.2% | -6.8% |
| 6M | +20.9% | +51.7% | -30.8% | +9.8% |
| YTD | +19.9% | +99.0% | -79.2% | +3.2% |
| 1Y | +41.4% | +34.6% | +6.8% | +29.8% |
| 3Y | +239.2% | -7.8% | +246.9% | +225.1% |
| 5Y | +185.0% | +104.8% | +80.3% | +124.8% |
| 10Y | +655.0% | +7.2% | +647.7% | +353.0% |
| All | +2,064.0% | +745.3% | +1,318.8% | +657.3% |
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 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