+437.1%
GS vs UUUU
+377.1%
+60.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.9% |
| 7D | +5.1% | +1.4% | +3.8% | +4.9% |
| 30D | +2.4% | -27.9% | +30.4% | +6.8% |
| 3M | -11.5% | -53.8% | +42.3% | -2.5% |
| 6M | -2.5% | -68.1% | +65.6% | +11.9% |
| YTD | +5.5% | -54.1% | +59.5% | +13.3% |
| 1Y | +11.0% | -57.8% | +68.8% | +20.0% |
| 3Y | +200.1% | -15.4% | +215.5% | +177.8% |
| 5Y | +154.7% | -39.2% | +193.9% | +133.4% |
| All | +437.1% | +377.1% | +60.0% | +207.3% |
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