+490.0%
GS vs UUUU
-96.3%
+586.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | -3.2% | -13.6% | +10.4% | -2.0% |
| 30D | -2.4% | -35.1% | +32.7% | +1.2% |
| 3M | -15.7% | -48.4% | +32.6% | -11.0% |
| 6M | -6.8% | -71.7% | +64.9% | +3.1% |
| YTD | -0.1% | -54.2% | +54.1% | +5.0% |
| 1Y | +12.1% | -56.0% | +68.0% | +17.8% |
| 3Y | +185.8% | -13.1% | +198.8% | +173.3% |
| 5Y | +140.1% | -35.2% | +175.3% | +128.1% |
| 10Y | +505.2% | +404.5% | +100.7% | +354.9% |
| All | +490.0% | -96.3% | +586.3% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling