+336.6%
GS vs SPOT
+267.1%
+69.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.5% |
| 7D | +0.8% | +2.5% | -1.7% | +0.4% |
| 30D | +1.2% | +15.1% | -13.9% | -1.6% |
| 3M | -12.4% | +24.8% | -37.2% | -16.4% |
| 6M | -2.3% | +45.8% | -48.1% | -10.1% |
| YTD | +4.6% | +4.9% | -0.3% | +1.6% |
| 1Y | +17.5% | -1.3% | +18.8% | +15.5% |
| 3Y | +202.0% | +257.7% | -55.7% | +124.2% |
| 5Y | +152.4% | +118.5% | +33.9% | +95.0% |
| All | +336.6% | +267.1% | +69.5% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling