+186.3%
GS vs USAR
-26.7%
+213.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.5% | +3.1% | -5.9% |
| 7D | -6.3% | -29.5% | +23.1% | -4.8% |
| 30D | -3.1% | -46.0% | +42.9% | -0.5% |
| 3M | -17.7% | -56.8% | +39.1% | -14.7% |
| 6M | -4.6% | -72.9% | +68.4% | +0.1% |
| YTD | +0.3% | -37.6% | +38.0% | +3.1% |
| 1Y | +11.7% | -56.0% | +67.7% | +15.2% |
| 3Y | +183.6% | -27.5% | +211.1% | +184.5% |
| All | +186.3% | -26.7% | +213.0% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling