+11.7%
GS vs SN
+157.3%
-145.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.1% |
| 7D | -6.3% | +3.8% | -10.2% | -7.1% |
| 30D | -3.1% | +17.5% | -20.7% | -6.7% |
| 3M | -17.7% | +19.2% | -36.9% | -21.0% |
| 6M | -4.6% | +84.9% | -89.5% | -20.3% |
| YTD | +0.3% | +94.0% | -93.7% | -18.0% |
| 1Y | +11.7% | +151.3% | -139.6% | -15.0% |
| All | +11.7% | +157.3% | -145.6% | -15.0% |
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