+437.1%
GS vs UL
+107.1%
+330.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +5.1% | -2.5% | +7.6% | +5.9% |
| 30D | +2.4% | +5.7% | -3.2% | +0.5% |
| 3M | -11.5% | +7.0% | -18.5% | -13.6% |
| 6M | -2.5% | +16.1% | -18.6% | -7.8% |
| YTD | +5.5% | +3.6% | +1.9% | +2.9% |
| 1Y | +11.0% | -1.4% | +12.4% | +10.1% |
| 3Y | +200.1% | +34.1% | +166.0% | +158.4% |
| 5Y | +154.7% | +32.0% | +122.7% | +117.5% |
| All | +437.1% | +107.1% | +330.0% | +343.9% |
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