+652.8%
GS vs SSNC
+175.8%
+477.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.7% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | -1.6% | +6.0% | -7.6% | -4.7% |
| 3M | -4.5% | +21.0% | -25.4% | -14.8% |
| 6M | +20.9% | +12.1% | +8.8% | +12.0% |
| YTD | +19.9% | -3.2% | +23.1% | +19.8% |
| 1Y | +41.4% | -4.4% | +45.8% | +42.0% |
| 3Y | +239.2% | +51.6% | +187.5% | +164.7% |
| 5Y | +185.0% | +21.1% | +164.0% | +146.9% |
| All | +652.8% | +175.8% | +477.0% | +383.1% |
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