+448.8%
GS vs SU
+226.3%
+222.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | +1.6% | -10.2% | +11.8% | +5.2% |
| 30D | +1.7% | -6.2% | +7.9% | +3.5% |
| 3M | -11.6% | +8.7% | -20.3% | -14.7% |
| 6M | -1.9% | +7.2% | -9.1% | -5.6% |
| YTD | +5.1% | +55.9% | -50.9% | -12.7% |
| 1Y | +16.4% | +60.4% | -44.0% | -4.4% |
| 3Y | +199.0% | +125.2% | +73.8% | +113.4% |
| 5Y | +157.4% | +216.7% | -59.3% | +54.0% |
| All | +448.8% | +226.3% | +222.5% | +195.5% |
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