+642.6%
GS vs UUUU
+519.5%
+123.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +3.4% | +2.8% | +0.6% | +3.0% |
| 30D | +0.2% | +3.4% | -3.2% | -0.4% |
| 3M | -0.3% | -3.9% | +3.6% | -0.3% |
| 6M | +27.4% | -23.2% | +50.5% | +29.9% |
| YTD | +19.6% | +0.6% | +19.1% | +16.3% |
| 1Y | +42.5% | +22.9% | +19.6% | +32.4% |
| 3Y | +240.4% | +98.6% | +141.8% | +182.6% |
| 5Y | +188.9% | +130.2% | +58.7% | +121.8% |
| 10Y | +642.6% | +519.5% | +123.1% | +299.4% |
| All | +642.6% | +519.5% | +123.1% | +299.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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