+185.3%
GS vs USAR
-18.7%
+204.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -0.9% |
| 7D | -3.2% | -14.5% | +11.3% | -2.6% |
| 30D | -2.4% | -37.8% | +35.4% | -0.4% |
| 3M | -15.7% | -52.8% | +37.0% | -13.1% |
| 6M | -6.8% | -71.2% | +64.5% | -2.7% |
| YTD | -0.1% | -30.9% | +30.8% | +2.2% |
| 1Y | +12.1% | -48.0% | +60.1% | +14.9% |
| 3Y | +185.8% | -19.7% | +205.5% | +185.3% |
| All | +185.3% | -18.7% | +204.0% | +167.9% |
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