+11.0%
GS vs SPY
+11.8%
-0.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -0.8% |
| 7D | +5.1% | +3.3% | +1.8% | -0.4% |
| 30D | +2.4% | -2.7% | +5.1% | +7.4% |
| 3M | -11.5% | -1.7% | -9.7% | -8.6% |
| 6M | -2.5% | +3.1% | -5.6% | -6.8% |
| YTD | +5.5% | +11.9% | -6.4% | -10.8% |
| 1Y | +11.0% | +12.0% | -0.9% | -5.9% |
| All | +11.0% | +11.8% | -0.7% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling