+162.3%
GS vs SN
+659.6%
-497.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.0% | -1.0% |
| 7D | -3.2% | +7.2% | -10.4% | -4.7% |
| 30D | -2.4% | +20.4% | -22.8% | -6.4% |
| 3M | -15.7% | +23.9% | -39.6% | -19.9% |
| 6M | -6.8% | +93.0% | -99.8% | -20.7% |
| YTD | -0.1% | +99.2% | -99.3% | -15.9% |
| 1Y | +12.1% | +142.6% | -130.5% | -9.8% |
| 3Y | +185.8% | +398.8% | -213.0% | +112.3% |
| All | +162.3% | +659.6% | -497.3% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling