+2,064.0%
GS vs USB
+416.9%
+1,647.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | +0.9% | +1.4% | -0.5% | 0.0% |
| 30D | -1.6% | -1.3% | -0.3% | -0.8% |
| 3M | -4.5% | +15.2% | -19.7% | -12.7% |
| 6M | +20.9% | +18.8% | +2.0% | +8.4% |
| YTD | +19.9% | +21.0% | -1.1% | +6.4% |
| 1Y | +41.4% | +34.0% | +7.4% | +17.6% |
| 3Y | +239.2% | +95.3% | +143.8% | +121.0% |
| 5Y | +185.0% | +40.4% | +144.7% | +119.1% |
| 10Y | +655.0% | +107.3% | +547.6% | +352.8% |
| All | +2,064.0% | +416.9% | +1,647.2% | +580.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling