+2,064.0%
GS vs SPY
+817.2%
+1,246.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -1.6% | +0.1% | -1.6% | -1.6% |
| 3M | -4.5% | +2.0% | -6.5% | -6.7% |
| 6M | +20.9% | +13.0% | +7.9% | +3.3% |
| YTD | +19.9% | +13.5% | +6.3% | +2.1% |
| 1Y | +41.4% | +20.0% | +21.4% | +12.0% |
| 3Y | +239.2% | +77.2% | +162.0% | +61.4% |
| 5Y | +185.0% | +81.9% | +103.2% | +28.6% |
| 10Y | +655.0% | +314.1% | +340.9% | +11.6% |
| All | +2,064.0% | +817.2% | +1,246.9% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling