+438.8%
GS vs STT
+198.3%
+240.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +5.9% | +4.8% | +1.1% | +2.7% |
| 30D | +4.3% | +3.9% | +0.4% | +1.9% |
| 3M | -11.7% | -8.2% | -3.5% | -6.4% |
| 6M | -3.2% | +15.6% | -18.8% | -11.4% |
| YTD | +5.8% | +37.6% | -31.8% | -13.7% |
| 1Y | +16.0% | +50.1% | -34.1% | -10.4% |
| 3Y | +199.8% | +183.1% | +16.7% | +55.4% |
| 5Y | +155.5% | +104.8% | +50.7% | +54.3% |
| All | +438.8% | +198.3% | +240.6% | +124.5% |
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