+186.8%
GS vs STM
+0.3%
+186.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.4% | +6.0% | -3.3% |
| 7D | -6.3% | -20.1% | +13.7% | -1.2% |
| 30D | -3.1% | -32.0% | +28.8% | +5.9% |
| 3M | -17.7% | -24.2% | +6.5% | -12.5% |
| 6M | -4.6% | -29.9% | +25.4% | +1.4% |
| YTD | +0.3% | +54.9% | -54.6% | -13.4% |
| 1Y | +11.7% | +68.0% | -56.3% | -5.5% |
| All | +186.8% | +0.3% | +186.5% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling