+486.7%
GS vs SUI
+115.7%
+371.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -3.2% | +6.2% | -9.4% | -5.3% |
| 30D | -2.4% | +8.6% | -11.0% | -5.5% |
| 3M | -15.7% | +1.0% | -16.7% | -16.4% |
| 6M | -6.8% | -2.6% | -4.2% | -6.8% |
| YTD | -0.1% | -0.1% | +0.1% | -1.3% |
| 1Y | +12.1% | +0.5% | +11.6% | +10.4% |
| 3Y | +185.8% | +15.3% | +170.5% | +162.4% |
| 5Y | +140.1% | -26.1% | +166.2% | +158.2% |
| All | +486.7% | +115.7% | +371.0% | +493.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling