+185.7%
GS vs SO
+58.2%
+127.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -1.6% | -4.6% | +3.0% | -1.0% |
| 3M | -4.5% | -3.0% | -1.4% | -4.3% |
| 6M | +20.9% | -8.3% | +29.1% | +22.1% |
| YTD | +19.9% | +3.5% | +16.4% | +18.1% |
| 1Y | +41.4% | -0.9% | +42.3% | +40.5% |
| 3Y | +239.2% | +45.4% | +193.8% | +198.2% |
| All | +185.7% | +58.2% | +127.5% | +144.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling