+185.8%
GS vs U
+81.5%
+104.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.1% |
| 7D | -3.2% | +36.6% | -39.8% | -7.6% |
| 30D | -2.4% | +13.3% | -15.7% | -4.5% |
| 3M | -15.7% | +26.2% | -41.9% | -18.9% |
| 6M | -6.8% | +88.7% | -95.5% | -15.8% |
| YTD | -0.1% | +16.6% | -16.6% | -5.2% |
| 1Y | +12.1% | +29.0% | -16.9% | +4.5% |
| 3Y | +185.8% | +99.5% | +86.3% | +131.8% |
| All | +185.8% | +81.5% | +104.3% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling