+318.7%
GS vs SPOT
+270.3%
+48.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -6.0% |
| 7D | -6.3% | +10.3% | -16.6% | -8.0% |
| 30D | -3.1% | +25.9% | -29.0% | -7.4% |
| 3M | -17.7% | +27.4% | -45.1% | -21.7% |
| 6M | -4.6% | +46.5% | -51.0% | -12.2% |
| YTD | +0.3% | +5.8% | -5.5% | -2.7% |
| 1Y | +11.7% | -0.9% | +12.6% | +9.7% |
| 3Y | +183.6% | +261.5% | -77.9% | +110.1% |
| 5Y | +141.0% | +112.6% | +28.4% | +87.2% |
| All | +318.7% | +270.3% | +48.3% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling