+0.6%
GS vs SNDQ
-90.8%
+91.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +15.3% | -11.7% | +4.3% |
| 7D | +0.3% | +66.1% | -65.8% | +3.3% |
| 30D | +3.9% | +122.5% | -118.7% | +9.0% |
| 3M | -11.4% | +11.6% | -23.0% | -9.2% |
| 6M | +3.7% | -82.2% | +85.9% | +5.1% |
| All | +0.6% | -90.8% | +91.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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