+486.7%
GS vs SSNC
+172.0%
+314.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -3.2% | -3.3% | +0.1% | -1.5% |
| 30D | -2.4% | -1.3% | -1.2% | -2.1% |
| 3M | -15.7% | -2.3% | -13.4% | -15.2% |
| 6M | -6.8% | +12.6% | -19.4% | -14.2% |
| YTD | -0.1% | -10.1% | +10.0% | +3.3% |
| 1Y | +12.1% | -6.6% | +18.7% | +13.4% |
| 3Y | +185.8% | +54.0% | +131.8% | +120.0% |
| 5Y | +140.1% | +7.0% | +133.1% | +121.0% |
| All | +486.7% | +172.0% | +314.7% | +301.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling