+412.3%
GS vs U
-34.9%
+447.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +14.9% | -21.3% | -8.0% |
| 7D | -6.3% | +24.3% | -30.6% | -8.7% |
| 30D | -3.1% | +8.6% | -11.7% | -4.3% |
| 3M | -17.7% | +37.6% | -55.2% | -21.0% |
| 6M | -4.6% | +78.5% | -83.0% | -11.2% |
| YTD | +0.3% | +10.5% | -10.2% | -3.2% |
| 1Y | +11.7% | +15.2% | -3.5% | +7.1% |
| 3Y | +183.6% | +76.6% | +107.0% | +150.2% |
| 5Y | +141.0% | -67.9% | +208.8% | +119.2% |
| All | +412.3% | -34.9% | +447.2% | +379.3% |
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