+870.8%
GS vs SPXU
-100.0%
+970.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.6% |
| 7D | +0.9% | -0.1% | +1.1% | +1.0% |
| 30D | -1.6% | +0.8% | -2.4% | -1.1% |
| 3M | -4.5% | -4.7% | +0.2% | -5.0% |
| 6M | +20.9% | -29.6% | +50.5% | +7.8% |
| YTD | +19.9% | -29.9% | +49.8% | +7.6% |
| 1Y | +41.4% | -39.1% | +80.5% | +21.2% |
| 3Y | +239.2% | -80.0% | +319.2% | +112.1% |
| 5Y | +185.0% | -86.0% | +271.1% | +83.8% |
| 10Y | +655.0% | -99.5% | +754.5% | +84.6% |
| All | +870.8% | -100.0% | +970.8% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling