+444.9%
GS vs SPXU
-99.5%
+544.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +0.2% |
| 7D | -0.1% | +1.5% | -1.7% | +1.3% |
| 30D | +3.7% | +6.4% | -2.7% | +7.6% |
| 3M | -10.0% | +4.2% | -14.2% | -6.9% |
| 6M | -1.0% | -7.8% | +6.8% | -1.1% |
| YTD | +7.0% | -27.5% | +34.5% | -1.0% |
| 1Y | +16.6% | -27.1% | +43.8% | +8.7% |
| 3Y | +204.4% | -80.8% | +285.2% | +91.2% |
| 5Y | +160.0% | -84.1% | +244.1% | +81.4% |
| All | +444.9% | -99.5% | +544.4% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling