+486.7%
GS vs UL
+96.4%
+390.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.4% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | -2.4% | +8.2% | -10.6% | -4.9% |
| 3M | -15.7% | +4.5% | -20.3% | -17.1% |
| 6M | -6.8% | +12.6% | -19.3% | -10.8% |
| YTD | -0.1% | +3.5% | -3.6% | -2.4% |
| 1Y | +12.1% | -0.4% | +12.5% | +10.8% |
| 3Y | +185.8% | +36.0% | +149.8% | +145.4% |
| 5Y | +140.1% | +30.9% | +109.2% | +106.4% |
| All | +486.7% | +96.4% | +390.3% | +400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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