+1,710.5%
GS vs UL
+638.4%
+1,072.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.9% |
| 7D | -6.3% | +5.5% | -11.8% | -8.5% |
| 30D | -3.1% | +11.4% | -14.5% | -7.6% |
| 3M | -17.7% | +6.0% | -23.6% | -19.9% |
| 6M | -4.6% | +18.0% | -22.6% | -12.1% |
| YTD | +0.3% | +6.2% | -5.9% | -4.1% |
| 1Y | +11.7% | +1.5% | +10.2% | +8.7% |
| 3Y | +183.6% | +39.8% | +143.8% | +134.5% |
| 5Y | +141.0% | +34.3% | +106.6% | +99.5% |
| 10Y | +507.4% | +102.6% | +404.8% | +302.5% |
| All | +1,710.5% | +638.4% | +1,072.1% | +758.5% |
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 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