+1,796.5%
GS vs SYY
+900.7%
+895.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.9% |
| 7D | +1.6% | +4.7% | -3.2% | -0.5% |
| 30D | +1.7% | -0.7% | +2.3% | +1.6% |
| 3M | -11.6% | -6.8% | -4.8% | -9.1% |
| 6M | -1.9% | +8.6% | -10.5% | -6.8% |
| YTD | +5.1% | +8.4% | -3.3% | -1.9% |
| 1Y | +16.4% | +7.1% | +9.3% | +9.2% |
| 3Y | +199.0% | +25.2% | +173.7% | +155.8% |
| 5Y | +157.4% | +13.0% | +144.5% | +128.9% |
| 10Y | +457.2% | +88.9% | +368.3% | +255.8% |
| All | +1,796.5% | +900.7% | +895.8% | +568.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling