+20.1%
SGOV vs GS
+182.1%
-162.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.1% | -1.7% | +1.8% | +0.1% |
| 30D | +0.3% | -0.9% | +1.2% | +0.3% |
| 3M | +0.9% | +2.3% | -1.4% | +0.9% |
| 6M | +1.8% | +23.4% | -21.6% | +1.9% |
| YTD | +2.5% | +17.7% | -15.2% | +2.5% |
| 1Y | +3.8% | +35.1% | -31.3% | +3.8% |
| 3Y | +14.4% | +234.9% | -220.6% | +14.4% |
| 5Y | +20.1% | +185.3% | -165.2% | +20.2% |
| All | +20.1% | +182.1% | -162.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 5y: compounded portfolio wealth divided by compounded GS 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…
5y analysis · Full analysis span regression · 6 months rolling