+12.1%
GS vs SMR
-86.4%
+98.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +16.2% | -16.6% | -2.9% |
| 7D | -3.2% | -9.6% | +6.4% | -1.9% |
| 30D | -2.4% | -33.8% | +31.4% | +3.6% |
| 3M | -15.7% | -46.4% | +30.6% | -8.5% |
| 6M | -6.8% | -62.4% | +55.7% | +5.5% |
| YTD | -0.1% | -64.1% | +64.1% | +10.5% |
| 1Y | +12.1% | -84.3% | +96.4% | +37.8% |
| All | +12.1% | -86.4% | +98.5% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling