+155.6%
GS vs SPOT
+117.4%
+38.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -0.1% |
| 7D | +5.9% | +1.6% | +4.3% | +5.6% |
| 30D | +4.3% | +16.9% | -12.6% | +1.3% |
| 3M | -11.7% | +23.0% | -34.6% | -15.2% |
| 6M | -3.2% | +42.2% | -45.3% | -10.2% |
| YTD | +5.8% | +5.5% | +0.3% | +3.1% |
| 1Y | +16.0% | -5.1% | +21.1% | +15.4% |
| 3Y | +199.8% | +257.9% | -58.2% | +122.1% |
| All | +155.6% | +117.4% | +38.2% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling