+478.5%
GS vs SO
+184.0%
+294.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.3% | +4.3% |
| 7D | +0.8% | -1.1% | +1.9% | +1.2% |
| 30D | +1.2% | +8.6% | -7.4% | -1.4% |
| 3M | -12.4% | +1.8% | -14.2% | -13.0% |
| 6M | -2.3% | +3.6% | -5.9% | -3.9% |
| YTD | +4.6% | +9.9% | -5.3% | +0.4% |
| 1Y | +17.5% | +5.7% | +11.8% | +14.2% |
| 3Y | +202.0% | +52.5% | +149.5% | +151.7% |
| 5Y | +152.4% | +77.3% | +75.0% | +95.5% |
| 10Y | +478.5% | +186.8% | +291.7% | +359.7% |
| All | +478.5% | +184.0% | +294.6% | +359.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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