+19.7%
GS vs STM
+92.4%
-72.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.1% | +9.6% | +5.0% |
| 7D | +0.3% | -6.0% | +6.3% | +1.7% |
| 30D | +3.9% | -20.9% | +24.8% | +9.6% |
| 3M | -11.4% | -15.8% | +4.3% | -8.3% |
| 6M | +3.7% | -17.0% | +20.7% | +4.9% |
| YTD | +7.1% | +76.8% | -69.7% | -14.8% |
| 1Y | +19.7% | +96.5% | -76.8% | -8.8% |
| All | +19.7% | +92.4% | -72.7% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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