+12.1%
GS vs SPOT
-2.7%
+14.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.4% |
| 7D | -3.2% | +1.6% | -4.8% | -3.2% |
| 30D | -2.4% | +17.6% | -20.0% | -2.3% |
| 3M | -15.7% | +26.9% | -42.7% | -15.8% |
| 6M | -6.8% | +41.8% | -48.6% | -7.6% |
| YTD | -0.1% | +3.8% | -3.9% | +3.2% |
| 1Y | +12.1% | -2.5% | +14.6% | +17.8% |
| All | +12.1% | -2.7% | +14.8% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling