+2,064.0%
GS vs SU
+2,319.7%
-255.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.9% | +3.6% | -2.6% | -0.3% |
| 30D | -1.6% | +7.9% | -9.4% | -4.3% |
| 3M | -4.5% | +3.5% | -8.0% | -6.2% |
| 6M | +20.9% | +19.0% | +1.9% | +12.1% |
| YTD | +19.9% | +55.0% | -35.1% | +1.0% |
| 1Y | +41.4% | +71.2% | -29.8% | +14.8% |
| 3Y | +239.2% | +117.4% | +121.7% | +149.0% |
| 5Y | +185.0% | +335.2% | -150.1% | +56.4% |
| 10Y | +655.0% | +248.7% | +406.2% | +312.5% |
| All | +2,064.0% | +2,319.7% | -255.6% | +801.8% |
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