+16.0%
GS vs SU
+61.1%
-45.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.5% |
| 7D | +5.9% | +1.7% | +4.1% | +6.2% |
| 30D | +4.3% | -7.9% | +12.2% | +2.9% |
| 3M | -11.7% | +7.5% | -19.2% | -10.2% |
| 6M | -3.2% | +7.2% | -10.4% | -1.9% |
| YTD | +5.8% | +60.9% | -55.1% | +13.1% |
| 1Y | +16.0% | +63.6% | -47.6% | +24.4% |
| All | +16.0% | +61.1% | -45.1% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling