+186.8%
GS vs STT
+164.8%
+22.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.7% | -1.6% | -2.3% |
| 7D | -6.3% | -4.9% | -1.4% | -2.0% |
| 30D | -3.1% | -6.0% | +2.8% | +2.3% |
| 3M | -17.7% | -11.7% | -6.0% | -8.3% |
| 6M | -4.6% | +11.7% | -16.2% | -12.5% |
| YTD | +0.3% | +30.4% | -30.1% | -19.5% |
| 1Y | +11.7% | +43.9% | -32.2% | -17.4% |
| All | +186.8% | +164.8% | +22.0% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling