-4.6%
GS vs SO
-1.4%
-3.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.3% |
| 7D | -6.3% | +0.4% | -6.7% | -6.2% |
| 30D | -3.1% | +9.2% | -12.4% | +0.4% |
| 3M | -17.7% | +1.1% | -18.7% | -18.4% |
| 6M | -4.6% | -1.1% | -3.5% | -6.3% |
| All | -4.6% | -1.4% | -3.2% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling