+488.8%
GS vs USB
+93.8%
+395.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -4.9% |
| 7D | -6.3% | -1.5% | -4.9% | -5.3% |
| 30D | -3.1% | +4.3% | -7.4% | -6.0% |
| 3M | -17.7% | -6.1% | -11.6% | -14.0% |
| 6M | -4.6% | +9.4% | -14.0% | -10.7% |
| YTD | +0.3% | +15.2% | -14.9% | -9.4% |
| 1Y | +11.7% | +32.8% | -21.0% | -8.6% |
| 3Y | +183.6% | +91.3% | +92.3% | +78.9% |
| 5Y | +141.0% | +22.7% | +118.3% | +100.5% |
| All | +488.8% | +93.8% | +395.0% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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