+1,704.0%
GS vs SU
+2,370.4%
-666.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -3.2% | -13.4% | +10.2% | +1.6% |
| 30D | -2.4% | +0.9% | -3.3% | -3.1% |
| 3M | -15.7% | +12.8% | -28.5% | -19.7% |
| 6M | -6.8% | +8.3% | -15.0% | -10.5% |
| YTD | -0.1% | +58.2% | -58.3% | -16.8% |
| 1Y | +12.1% | +67.1% | -55.0% | -8.6% |
| 3Y | +185.8% | +125.6% | +60.2% | +106.5% |
| 5Y | +140.1% | +213.6% | -73.5% | +48.4% |
| 10Y | +505.2% | +234.7% | +270.6% | +234.3% |
| All | +1,704.0% | +2,370.4% | -666.3% | +642.5% |
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 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