+11.7%
GS vs SUI
+1.3%
+10.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.3% |
| 7D | -6.3% | +8.8% | -15.1% | -5.3% |
| 30D | -3.1% | +8.9% | -12.1% | -2.2% |
| 3M | -17.7% | +2.0% | -19.7% | -17.5% |
| 6M | -4.6% | -0.6% | -3.9% | -4.4% |
| YTD | +0.3% | +1.3% | -1.0% | +1.6% |
| 1Y | +11.7% | +1.3% | +10.5% | +12.7% |
| All | +11.7% | +1.3% | +10.4% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling