+253.3%
GS vs SMR
-3.5%
+256.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +0.9% | +4.4% | -3.5% | +0.5% |
| 30D | -1.6% | +3.4% | -5.0% | -2.0% |
| 3M | -4.5% | -19.2% | +14.7% | -3.3% |
| 6M | +20.9% | -22.6% | +43.5% | +21.9% |
| YTD | +19.9% | -31.5% | +51.4% | +21.4% |
| 1Y | +41.4% | -73.1% | +114.5% | +51.6% |
| 3Y | +239.2% | +55.0% | +184.2% | +199.3% |
| All | +253.3% | -3.5% | +256.7% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling