+211.8%
GS vs SMR
-53.6%
+265.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.6% |
| 7D | +5.9% | -8.3% | +14.1% | +6.7% |
| 30D | +4.3% | -20.1% | +24.4% | +6.2% |
| 3M | -11.7% | -52.7% | +41.0% | -6.2% |
| 6M | -3.2% | -61.0% | +57.9% | +3.8% |
| YTD | +5.8% | -67.1% | +72.9% | +13.7% |
| 1Y | +16.0% | -79.9% | +95.9% | +29.0% |
| 3Y | +199.8% | +101.7% | +98.0% | +155.6% |
| All | +211.8% | -53.6% | +265.4% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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