+154.7%
GS vs SPXU
-83.8%
+238.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.0% |
| 7D | +5.1% | -9.4% | +14.5% | +1.4% |
| 30D | +2.4% | +7.4% | -5.0% | +6.6% |
| 3M | -11.5% | +6.2% | -17.7% | -8.0% |
| 6M | -2.5% | -7.2% | +4.7% | -2.3% |
| YTD | +5.5% | -26.8% | +32.2% | -1.5% |
| 1Y | +11.0% | -26.3% | +37.3% | +4.5% |
| 3Y | +200.1% | -80.6% | +280.7% | +100.5% |
| 5Y | +154.7% | -83.6% | +238.3% | +87.1% |
| All | +154.7% | -83.8% | +238.5% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling