+1,833.6%
GS vs STT
+557.1%
+1,276.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.3% |
| 7D | +0.3% | -0.1% | +0.4% | +0.4% |
| 30D | +3.9% | -1.7% | +5.5% | +4.9% |
| 3M | -11.4% | -6.4% | -5.1% | -8.0% |
| 6M | +3.7% | +17.7% | -14.0% | -5.2% |
| YTD | +7.1% | +36.9% | -29.8% | -10.1% |
| 1Y | +19.7% | +52.0% | -32.4% | -5.4% |
| 3Y | +202.8% | +178.6% | +24.3% | +70.7% |
| 5Y | +156.7% | +109.1% | +47.6% | +62.9% |
| 10Y | +548.7% | +226.1% | +322.6% | +207.4% |
| All | +1,833.6% | +557.1% | +1,276.5% | +290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling