+16.4%
GS vs USAR
-55.1%
+71.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +1.8% |
| 7D | +1.6% | -9.1% | +10.6% | +2.7% |
| 30D | +1.7% | -36.9% | +38.6% | +7.7% |
| 3M | -11.6% | -58.4% | +46.8% | -1.2% |
| 6M | -1.9% | -70.6% | +68.7% | +12.3% |
| YTD | +5.1% | -33.4% | +38.5% | +8.4% |
| 1Y | +16.4% | -54.0% | +70.5% | +23.5% |
| All | +16.4% | -55.1% | +71.5% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling