+347.1%
GS vs SPOT
+278.3%
+68.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +2.7% |
| 7D | +0.3% | +16.6% | -16.3% | -2.5% |
| 30D | +3.9% | +29.9% | -26.1% | -1.3% |
| 3M | -11.4% | +31.3% | -42.7% | -16.3% |
| 6M | +3.7% | +43.2% | -39.5% | -4.2% |
| YTD | +7.1% | +8.1% | -1.0% | +3.5% |
| 1Y | +19.7% | -0.3% | +20.0% | +17.4% |
| 3Y | +202.8% | +269.3% | -66.4% | +123.4% |
| 5Y | +156.7% | +113.9% | +42.8% | +99.2% |
| All | +347.1% | +278.3% | +68.8% | +151.2% |
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