+185.7%
GS vs STT
+145.1%
+40.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | +0.5% | +0.5% | +0.6% |
| 30D | -1.6% | +3.9% | -5.4% | -3.9% |
| 3M | -4.5% | +20.0% | -24.4% | -14.7% |
| 6M | +20.9% | +55.3% | -34.4% | -8.1% |
| YTD | +19.9% | +53.3% | -33.4% | -8.2% |
| 1Y | +41.4% | +74.7% | -33.3% | -0.1% |
| 3Y | +239.2% | +205.8% | +33.3% | +75.6% |
| All | +185.7% | +145.1% | +40.6% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling