+141.0%
GS vs USB
+22.2%
+118.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -5.1% |
| 7D | -6.3% | -1.5% | -4.9% | -5.4% |
| 30D | -3.1% | +4.3% | -7.4% | -5.6% |
| 3M | -17.7% | -6.1% | -11.6% | -14.5% |
| 6M | -4.6% | +9.4% | -14.0% | -9.8% |
| YTD | +0.3% | +15.2% | -14.9% | -7.9% |
| 1Y | +11.7% | +32.8% | -21.0% | -5.7% |
| 3Y | +183.6% | +91.3% | +92.3% | +97.8% |
| 5Y | +141.0% | +22.7% | +118.3% | +115.4% |
| All | +141.0% | +22.2% | +118.8% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling