+438.8%
GS vs STM
+470.7%
-31.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +5.9% | +12.0% | -6.1% | +2.2% |
| 30D | +4.3% | -0.4% | +4.7% | +3.9% |
| 3M | -11.7% | -13.2% | +1.5% | -8.6% |
| 6M | -3.2% | -26.1% | +22.9% | +2.9% |
| YTD | +5.8% | +81.2% | -75.4% | -17.2% |
| 1Y | +16.0% | +98.3% | -82.3% | -12.0% |
| 3Y | +199.8% | +16.7% | +183.0% | +153.4% |
| 5Y | +155.5% | -4.8% | +160.4% | +122.1% |
| All | +438.8% | +470.7% | -31.8% | +160.7% |
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