+639.9%
GS vs SNY
+64.5%
+575.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.9% | -3.3% | +2.4% | +0.2% |
| 30D | -0.3% | -2.2% | +1.9% | +0.4% |
| 3M | -0.1% | -3.0% | +2.9% | +0.4% |
| 6M | +26.1% | +2.7% | +23.4% | +24.3% |
| YTD | +18.8% | -6.8% | +25.6% | +20.7% |
| 1Y | +33.7% | -5.3% | +39.0% | +34.7% |
| 3Y | +238.9% | -9.8% | +248.7% | +236.5% |
| 5Y | +187.9% | +9.7% | +178.3% | +154.8% |
| All | +639.9% | +64.5% | +575.4% | +466.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling