+187.0%
GS vs SNY
+7.6%
+179.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +2.4% | -3.6% | +6.1% | +3.1% |
| 30D | -0.1% | -1.4% | +1.4% | +0.2% |
| 3M | +0.2% | -4.2% | +4.4% | +0.8% |
| 6M | +24.8% | +2.0% | +22.8% | +24.0% |
| YTD | +18.8% | -6.7% | +25.4% | +19.9% |
| 1Y | +37.3% | -4.7% | +42.0% | +37.8% |
| 3Y | +237.9% | -8.1% | +246.0% | +235.3% |
| 5Y | +187.0% | +8.2% | +178.8% | +169.8% |
| All | +187.0% | +7.6% | +179.5% | +169.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling