+215.2%
GS vs SMR
-48.0%
+263.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -0.1% | +1.9% | -2.1% | -0.5% |
| 30D | +3.7% | -21.9% | +25.6% | +5.7% |
| 3M | -10.0% | -47.1% | +37.2% | -5.4% |
| 6M | -1.0% | -60.6% | +59.7% | +6.0% |
| YTD | +7.0% | -63.1% | +70.1% | +13.8% |
| 1Y | +16.6% | -80.4% | +97.1% | +29.7% |
| 3Y | +204.4% | +150.2% | +54.2% | +154.4% |
| All | +215.2% | -48.0% | +263.2% | +204.2% |
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