+1,788.2%
GS vs SU
+2,323.6%
-535.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +5.3% |
| 7D | +0.8% | -10.6% | +11.4% | +4.7% |
| 30D | +1.2% | -6.6% | +7.8% | +3.2% |
| 3M | -12.4% | +12.9% | -25.3% | -16.6% |
| 6M | -2.3% | +6.7% | -9.1% | -5.8% |
| YTD | +4.6% | +55.2% | -50.6% | -12.4% |
| 1Y | +17.5% | +61.5% | -44.0% | -3.1% |
| 3Y | +202.0% | +128.7% | +73.3% | +117.4% |
| 5Y | +152.4% | +210.8% | -58.5% | +56.4% |
| 10Y | +478.5% | +214.4% | +264.2% | +226.3% |
| All | +1,788.2% | +2,323.6% | -535.4% | +682.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling