-4.6%
GS vs SMR
-64.2%
+59.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.8% | +8.5% | -3.7% |
| 7D | -6.3% | -26.2% | +19.8% | -1.5% |
| 30D | -3.1% | -45.5% | +42.4% | +6.8% |
| 3M | -17.7% | -53.4% | +35.8% | -7.9% |
| 6M | -4.6% | -63.2% | +58.6% | +9.0% |
| All | -4.6% | -64.2% | +59.7% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling