+139.3%
GS vs SPY
+67.4%
+72.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | -3.2% | -2.7% | -0.5% | 0.0% |
| 30D | -2.4% | -5.4% | +3.0% | +4.3% |
| 3M | -15.7% | -4.1% | -11.6% | -11.3% |
| 6M | -6.8% | +0.7% | -7.5% | -6.8% |
| YTD | -0.1% | +8.7% | -8.7% | -7.9% |
| 1Y | +12.1% | +10.9% | +1.2% | +1.2% |
| 3Y | +185.8% | +75.0% | +110.8% | +64.6% |
| All | +139.3% | +67.4% | +72.0% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling