+478.5%
GS vs STT
+211.9%
+266.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.2% | +1.5% | +2.5% |
| 7D | +0.8% | +0.9% | -0.1% | +0.4% |
| 30D | +1.2% | -2.3% | +3.5% | +3.0% |
| 3M | -12.4% | -7.0% | -5.4% | -8.0% |
| 6M | -2.3% | +15.5% | -17.8% | -10.6% |
| YTD | +4.6% | +35.6% | -31.0% | -13.8% |
| 1Y | +17.5% | +47.9% | -30.3% | -8.3% |
| 3Y | +202.0% | +181.1% | +21.0% | +57.3% |
| 5Y | +152.4% | +108.2% | +44.2% | +50.6% |
| 10Y | +478.5% | +201.0% | +277.5% | +132.8% |
| All | +478.5% | +211.9% | +266.7% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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