+438.8%
GS vs SU
+242.3%
+196.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +5.9% | +1.7% | +4.1% | +5.2% |
| 30D | +4.3% | -7.9% | +12.2% | +6.9% |
| 3M | -11.7% | +7.5% | -19.2% | -14.4% |
| 6M | -3.2% | +7.2% | -10.4% | -6.8% |
| YTD | +5.8% | +60.9% | -55.1% | -13.0% |
| 1Y | +16.0% | +63.6% | -47.6% | -5.3% |
| 3Y | +199.8% | +128.9% | +70.9% | +112.9% |
| 5Y | +155.5% | +228.3% | -72.7% | +51.1% |
| All | +438.8% | +242.3% | +196.5% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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