+1,833.6%
GS vs SO
+1,802.5%
+31.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.2% | +3.8% |
| 7D | +0.3% | +1.7% | -1.4% | -0.4% |
| 30D | +3.9% | +11.1% | -7.3% | -0.4% |
| 3M | -11.4% | +0.7% | -12.1% | -11.9% |
| 6M | +3.7% | -1.4% | +5.1% | +3.5% |
| YTD | +7.1% | +9.4% | -2.3% | +2.2% |
| 1Y | +19.7% | +3.7% | +15.9% | +16.5% |
| 3Y | +202.8% | +46.7% | +156.1% | +151.5% |
| 5Y | +156.7% | +78.9% | +77.8% | +93.3% |
| 10Y | +548.7% | +180.3% | +368.4% | +292.4% |
| All | +1,833.6% | +1,802.5% | +31.0% | +709.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling