+1,710.5%
GS vs SO
+1,807.0%
-96.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -6.3% | +0.4% | -6.7% | -6.5% |
| 30D | -3.1% | +9.2% | -12.4% | -6.5% |
| 3M | -17.7% | +1.1% | -18.7% | -18.2% |
| 6M | -4.6% | -1.1% | -3.5% | -4.8% |
| YTD | +0.3% | +9.7% | -9.4% | -4.4% |
| 1Y | +11.7% | +5.5% | +6.2% | +8.1% |
| 3Y | +183.6% | +47.0% | +136.5% | +135.2% |
| 5Y | +141.0% | +77.6% | +63.4% | +82.0% |
| 10Y | +507.4% | +181.0% | +326.4% | +267.1% |
| All | +1,710.5% | +1,807.0% | -96.5% | +657.0% |
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