+197.7%
GS vs SN
+440.3%
-242.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +1.6% | +7.6% | -6.0% | -0.4% |
| 30D | +1.7% | +22.4% | -20.8% | -3.8% |
| 3M | -11.6% | +21.7% | -33.2% | -16.5% |
| 6M | -1.9% | +102.8% | -104.7% | -20.8% |
| YTD | +5.1% | +102.4% | -97.3% | -15.6% |
| 1Y | +16.4% | +139.0% | -122.6% | -11.0% |
| All | +197.7% | +440.3% | -242.6% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling