+186.8%
GS vs SN
+384.9%
-198.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.1% |
| 7D | -6.3% | +3.8% | -10.2% | -7.3% |
| 30D | -3.1% | +17.5% | -20.7% | -7.3% |
| 3M | -17.7% | +19.2% | -36.9% | -21.8% |
| 6M | -4.6% | +84.9% | -89.5% | -20.8% |
| YTD | +0.3% | +94.0% | -93.7% | -18.4% |
| 1Y | +11.7% | +151.3% | -139.6% | -15.7% |
| All | +186.8% | +384.9% | -198.1% | +87.5% |
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