+38.4%
GS vs SU
+71.9%
-33.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.1% |
| 7D | +3.4% | -1.0% | +4.4% | +3.3% |
| 30D | +0.2% | +13.7% | -13.5% | +1.8% |
| 3M | -0.3% | +8.0% | -8.3% | +0.8% |
| 6M | +27.4% | +21.0% | +6.4% | +28.2% |
| YTD | +19.6% | +56.2% | -36.6% | +16.9% |
| All | +38.4% | +71.9% | -33.6% | +33.9% |
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