+41.4%
GS vs SYY
+1.0%
+40.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | 0.0% |
| 7D | +0.9% | -2.3% | +3.2% | +0.8% |
| 30D | -1.6% | -4.9% | +3.4% | -1.9% |
| 3M | -4.5% | +8.4% | -12.9% | -4.6% |
| 6M | +20.9% | -7.4% | +28.2% | +19.6% |
| YTD | +19.9% | +11.0% | +8.9% | +19.6% |
| 1Y | +41.4% | -0.2% | +41.6% | +38.6% |
| All | +41.4% | +1.0% | +40.4% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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