+438.8%
GS vs SNY
+76.4%
+362.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.9% | +2.8% | +3.0% | +4.9% |
| 30D | +4.3% | +21.6% | -17.3% | -2.0% |
| 3M | -11.7% | +10.5% | -22.1% | -14.5% |
| 6M | -3.2% | +14.0% | -17.2% | -7.7% |
| YTD | +5.8% | +5.4% | +0.4% | +3.3% |
| 1Y | +16.0% | -2.5% | +18.5% | +16.2% |
| 3Y | +199.8% | +22.1% | +177.7% | +168.3% |
| 5Y | +155.5% | +18.0% | +137.5% | +123.0% |
| All | +438.8% | +76.4% | +362.4% | +296.3% |
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