+2,064.0%
GS vs SO
+1,700.2%
+363.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -1.6% | -4.6% | +3.0% | +0.1% |
| 3M | -4.5% | -3.0% | -1.4% | -3.8% |
| 6M | +20.9% | -8.3% | +29.1% | +24.2% |
| YTD | +19.9% | +3.5% | +16.4% | +17.0% |
| 1Y | +41.4% | -0.9% | +42.3% | +40.2% |
| 3Y | +239.2% | +45.4% | +193.8% | +182.4% |
| 5Y | +185.0% | +59.6% | +125.4% | +124.9% |
| 10Y | +655.0% | +156.6% | +498.4% | +373.6% |
| All | +2,064.0% | +1,700.2% | +363.9% | +826.6% |
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 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