+2,064.0%
GS vs UL
+600.1%
+1,463.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | -1.3% | +2.3% | +1.5% |
| 30D | -1.6% | +0.5% | -2.1% | -1.8% |
| 3M | -4.5% | +17.6% | -22.1% | -11.6% |
| 6M | +20.9% | -5.4% | +26.2% | +22.5% |
| YTD | +19.9% | +0.7% | +19.2% | +17.6% |
| 1Y | +41.4% | -9.3% | +50.7% | +44.6% |
| 3Y | +239.2% | +24.5% | +214.6% | +195.9% |
| 5Y | +185.0% | +23.2% | +161.8% | +145.7% |
| 10Y | +655.0% | +64.5% | +590.5% | +451.5% |
| All | +2,064.0% | +600.1% | +1,463.9% | +952.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling