+488.8%
GS vs STM
+377.3%
+111.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.4% | +6.0% | -2.5% |
| 7D | -6.3% | -20.1% | +13.7% | +0.2% |
| 30D | -3.1% | -32.0% | +28.8% | +8.6% |
| 3M | -17.7% | -24.2% | +6.5% | -11.2% |
| 6M | -4.6% | -29.9% | +25.4% | +2.9% |
| YTD | +0.3% | +54.9% | -54.6% | -17.5% |
| 1Y | +11.7% | +68.0% | -56.3% | -10.6% |
| 3Y | +183.6% | -0.1% | +183.7% | +151.9% |
| 5Y | +141.0% | -17.9% | +158.9% | +119.4% |
| All | +488.8% | +377.3% | +111.5% | +238.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling