+41.4%
GS vs SN
+46.4%
-5.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.9% | -9.3% | +10.3% | +3.1% |
| 30D | -1.6% | -4.8% | +3.2% | -0.6% |
| 3M | -4.5% | +40.4% | -44.9% | -13.0% |
| 6M | +20.9% | +50.9% | -30.1% | +6.7% |
| YTD | +19.9% | +54.9% | -35.1% | +5.4% |
| 1Y | +41.4% | +43.0% | -1.6% | +32.7% |
| All | +41.4% | +46.4% | -5.0% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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