+155.6%
GS vs UL
+33.5%
+122.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.1% |
| 7D | +5.9% | +1.1% | +4.7% | +5.7% |
| 30D | +4.3% | +4.5% | -0.2% | +3.5% |
| 3M | -11.7% | +6.5% | -18.1% | -12.7% |
| 6M | -3.2% | +18.2% | -21.3% | -6.6% |
| YTD | +5.8% | +4.7% | +1.1% | +4.3% |
| 1Y | +16.0% | +0.8% | +15.3% | +15.4% |
| 3Y | +199.8% | +35.9% | +163.9% | +163.5% |
| All | +155.6% | +33.5% | +122.0% | +122.3% |
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