+400.4%
GS vs SPOT
+227.0%
+173.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.2% | +0.6% |
| 7D | +0.9% | -0.9% | +1.9% | +1.1% |
| 30D | -1.6% | +12.5% | -14.1% | -3.9% |
| 3M | -4.5% | +9.9% | -14.4% | -6.6% |
| 6M | +20.9% | +1.6% | +19.3% | +19.1% |
| YTD | +19.9% | -6.6% | +26.5% | +19.4% |
| 1Y | +41.4% | -22.9% | +64.3% | +46.1% |
| 3Y | +239.2% | +244.3% | -5.1% | +153.5% |
| 5Y | +185.0% | +117.8% | +67.2% | +120.4% |
| All | +400.4% | +227.0% | +173.4% | +189.9% |
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