+12.6%
GS vs SO
+6.3%
+6.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.9% |
| 7D | -0.1% | +0.8% | -0.9% | +0.1% |
| 30D | +3.7% | +7.8% | -4.1% | +6.3% |
| 3M | -10.0% | +2.9% | -12.9% | -9.5% |
| 6M | -1.0% | +2.5% | -3.5% | -0.9% |
| YTD | +7.0% | +10.3% | -3.3% | +9.0% |
| All | +12.6% | +6.3% | +6.3% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling