+548.7%
GS vs USB
+100.3%
+448.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +2.2% |
| 7D | +0.3% | +2.4% | -2.1% | -1.3% |
| 30D | +3.9% | +6.6% | -2.7% | -0.7% |
| 3M | -11.4% | -4.1% | -7.3% | -8.9% |
| 6M | +3.7% | +12.5% | -8.8% | -4.9% |
| YTD | +7.1% | +17.6% | -10.5% | -4.7% |
| 1Y | +19.7% | +36.5% | -16.8% | -4.0% |
| 3Y | +202.8% | +95.4% | +107.4% | +88.1% |
| 5Y | +156.7% | +26.1% | +130.6% | +109.2% |
| 10Y | +548.7% | +101.3% | +447.4% | +212.9% |
| All | +548.7% | +100.3% | +448.4% | +212.9% |
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