+410.5%
GS vs U
-31.3%
+441.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.9% |
| 7D | -3.2% | +36.6% | -39.8% | -6.7% |
| 30D | -2.4% | +13.3% | -15.7% | -4.0% |
| 3M | -15.7% | +26.2% | -41.9% | -18.2% |
| 6M | -6.8% | +88.7% | -95.5% | -13.8% |
| YTD | -0.1% | +16.6% | -16.6% | -4.2% |
| 1Y | +12.1% | +29.0% | -16.9% | +6.2% |
| 3Y | +185.8% | +99.5% | +86.3% | +149.2% |
| 5Y | +140.1% | -66.1% | +206.2% | +117.1% |
| All | +410.5% | -31.3% | +441.8% | +374.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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