+185.7%
GS vs STM
+20.8%
+164.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | +0.9% | +5.8% | -4.9% | -0.6% |
| 30D | -1.6% | -1.0% | -0.6% | -1.5% |
| 3M | -4.5% | -33.3% | +28.8% | +5.0% |
| 6M | +20.9% | +57.4% | -36.5% | +3.0% |
| YTD | +19.9% | +102.2% | -82.3% | -5.4% |
| 1Y | +41.4% | +99.6% | -58.2% | +10.9% |
| 3Y | +239.2% | +14.5% | +224.6% | +194.5% |
| All | +185.7% | +20.8% | +164.9% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling