+452.7%
GS vs SYY
+88.3%
+364.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -1.3% |
| 7D | -3.2% | -7.3% | +4.1% | -0.2% |
| 30D | -2.4% | +0.1% | -2.5% | -2.8% |
| 3M | -15.7% | -8.2% | -7.5% | -12.9% |
| 6M | -6.8% | +6.3% | -13.0% | -10.5% |
| YTD | -0.1% | +7.3% | -7.4% | -6.2% |
| 1Y | +12.1% | +8.5% | +3.6% | +4.5% |
| 3Y | +185.8% | +24.9% | +160.9% | +144.3% |
| 5Y | +140.1% | +8.0% | +132.0% | +117.8% |
| All | +452.7% | +88.3% | +364.4% | +277.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling