+157.4%
GS vs UL
+31.7%
+125.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.6% | +2.6% | -1.0% | +1.1% |
| 30D | +1.7% | +6.8% | -5.1% | +0.4% |
| 3M | -11.6% | +5.7% | -17.3% | -12.5% |
| 6M | -1.9% | +15.9% | -17.8% | -5.0% |
| YTD | +5.1% | +4.3% | +0.8% | +3.6% |
| 1Y | +16.4% | -0.4% | +16.8% | +16.1% |
| 3Y | +199.0% | +35.0% | +164.0% | +163.4% |
| 5Y | +157.4% | +31.6% | +125.8% | +125.9% |
| All | +157.4% | +31.7% | +125.8% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling