+201.0%
GS vs USAR
-20.3%
+221.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.3% |
| 7D | +5.1% | +8.8% | -3.6% | +4.7% |
| 30D | +2.4% | -28.5% | +30.9% | +3.8% |
| 3M | -11.5% | -56.2% | +44.7% | -8.4% |
| 6M | -2.5% | -68.4% | +65.9% | +1.6% |
| YTD | +5.5% | -32.2% | +37.6% | +7.9% |
| 1Y | +11.0% | -52.3% | +63.3% | +14.0% |
| 3Y | +200.1% | -21.2% | +221.3% | +199.6% |
| All | +201.0% | -20.3% | +221.3% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling