+2,064.0%
GS vs SUI
+1,579.3%
+484.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.9% | -2.8% | +3.8% | +2.3% |
| 30D | -1.6% | -1.2% | -0.4% | -1.1% |
| 3M | -4.5% | -1.7% | -2.7% | -4.5% |
| 6M | +20.9% | -10.5% | +31.3% | +26.5% |
| YTD | +19.9% | -1.8% | +21.7% | +19.4% |
| 1Y | +41.4% | -4.1% | +45.5% | +42.0% |
| 3Y | +239.2% | +11.3% | +227.9% | +208.4% |
| 5Y | +185.0% | -32.1% | +217.1% | +224.8% |
| 10Y | +655.0% | +110.4% | +544.5% | +340.2% |
| All | +2,064.0% | +1,579.3% | +484.8% | +215.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling