+19.7%
GS vs SSNC
-3.9%
+23.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.7% |
| 7D | +0.3% | -1.1% | +1.4% | +0.4% |
| 30D | +3.9% | +0.6% | +3.2% | +3.7% |
| 3M | -11.4% | -1.5% | -10.0% | -11.3% |
| 6M | +3.7% | +15.8% | -12.1% | +1.5% |
| YTD | +7.1% | -8.0% | +15.1% | +12.4% |
| 1Y | +19.7% | -5.8% | +25.5% | +22.9% |
| All | +19.7% | -3.9% | +23.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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