+199.8%
GS vs UUUU
-17.1%
+216.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.5% |
| 7D | +5.9% | -1.1% | +6.9% | +5.9% |
| 30D | +4.3% | -21.0% | +25.3% | +7.3% |
| 3M | -11.7% | -54.8% | +43.1% | -3.2% |
| 6M | -3.2% | -67.3% | +64.2% | +9.1% |
| YTD | +5.8% | -54.7% | +60.5% | +13.6% |
| 1Y | +16.0% | -57.4% | +73.5% | +24.9% |
| 3Y | +199.8% | -19.6% | +219.4% | +178.3% |
| All | +199.8% | -17.1% | +216.9% | +178.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling