+141.0%
GS vs STM
-17.8%
+158.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.4% | +6.0% | -3.0% |
| 7D | -6.3% | -20.1% | +13.7% | -0.6% |
| 30D | -3.1% | -32.0% | +28.8% | +7.1% |
| 3M | -17.7% | -24.2% | +6.5% | -11.9% |
| 6M | -4.6% | -29.9% | +25.4% | +2.0% |
| YTD | +0.3% | +54.9% | -54.6% | -15.5% |
| 1Y | +11.7% | +68.0% | -56.3% | -8.1% |
| 3Y | +183.6% | -0.1% | +183.7% | +152.2% |
| 5Y | +141.0% | -17.9% | +158.9% | +111.1% |
| All | +141.0% | -17.8% | +158.7% | +111.1% |
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