+438.8%
GS vs SPY
+307.0%
+131.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +5.9% | +2.6% | +3.3% | +2.7% |
| 30D | +4.3% | -2.0% | +6.3% | +7.1% |
| 3M | -11.7% | -2.8% | -8.9% | -8.3% |
| 6M | -3.2% | +2.1% | -5.3% | -4.9% |
| YTD | +5.8% | +11.5% | -5.7% | -6.1% |
| 1Y | +16.0% | +13.5% | +2.6% | +0.9% |
| 3Y | +199.8% | +77.7% | +122.1% | +55.6% |
| 5Y | +155.5% | +72.6% | +82.9% | +36.9% |
| All | +438.8% | +307.0% | +131.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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