+512.3%
GS vs U
-44.5%
+556.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +0.9% | -3.8% | +4.7% | +1.4% |
| 30D | -1.6% | +17.5% | -19.0% | -3.5% |
| 3M | -4.5% | +38.7% | -43.2% | -8.2% |
| 6M | +20.9% | +104.4% | -83.5% | +10.9% |
| YTD | +19.9% | -5.7% | +25.6% | +18.1% |
| 1Y | +41.4% | +3.7% | +37.7% | +37.1% |
| 3Y | +239.2% | +12.3% | +226.8% | +212.8% |
| 5Y | +185.0% | -68.8% | +253.9% | +165.0% |
| All | +512.3% | -44.5% | +556.8% | +485.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling