+186.8%
GS vs UL
+39.4%
+147.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.3% |
| 7D | -6.3% | +5.5% | -11.8% | -6.0% |
| 30D | -3.1% | +11.4% | -14.5% | -2.5% |
| 3M | -17.7% | +6.0% | -23.6% | -17.3% |
| 6M | -4.6% | +18.0% | -22.6% | -3.5% |
| YTD | +0.3% | +6.2% | -5.9% | +0.7% |
| 1Y | +11.7% | +1.5% | +10.2% | +12.3% |
| All | +186.8% | +39.4% | +147.4% | +178.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling