+654.3%
GS vs UL
+65.6%
+588.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | -1.3% | +2.3% | +1.4% |
| 30D | -1.6% | +0.5% | -2.1% | -1.8% |
| 3M | -4.5% | +17.6% | -22.1% | -9.8% |
| 6M | +20.9% | -5.4% | +26.2% | +22.4% |
| YTD | +19.9% | +0.7% | +19.2% | +18.3% |
| 1Y | +41.4% | -9.3% | +50.7% | +44.5% |
| 3Y | +239.2% | +24.5% | +214.6% | +201.7% |
| 5Y | +185.0% | +23.2% | +161.8% | +151.0% |
| All | +654.3% | +65.6% | +588.6% | +575.2% |
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