+709.3%
GS vs SPXU
-100.0%
+809.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.7% |
| 7D | -3.2% | +7.6% | -10.8% | +0.4% |
| 30D | -2.4% | +17.5% | -19.9% | +5.4% |
| 3M | -15.7% | +14.7% | -30.4% | -9.6% |
| 6M | -6.8% | -0.1% | -6.7% | -3.9% |
| YTD | -0.1% | -19.8% | +19.8% | -3.9% |
| 1Y | +12.1% | -23.7% | +35.8% | +6.2% |
| 3Y | +185.8% | -79.5% | +265.3% | +81.6% |
| 5Y | +140.1% | -81.9% | +222.0% | +73.7% |
| 10Y | +505.2% | -99.5% | +604.8% | +50.3% |
| All | +709.3% | -100.0% | +809.3% | -37.9% |
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