+198.8%
GS vs SYY
+23.1%
+175.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +5.1% | +1.3% | +3.8% | +4.9% |
| 30D | +2.4% | -3.5% | +6.0% | +2.9% |
| 3M | -11.5% | -9.3% | -2.1% | -10.3% |
| 6M | -2.5% | +5.9% | -8.4% | -4.4% |
| YTD | +5.5% | +6.5% | -1.0% | +1.4% |
| 1Y | +11.0% | +4.0% | +7.0% | +7.5% |
| All | +198.8% | +23.1% | +175.7% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling