+309.3%
SPY vs GS
+450.3%
-141.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +0.3% |
| 7D | +3.3% | +5.1% | -1.8% | +1.0% |
| 30D | -2.7% | +2.4% | -5.1% | -3.8% |
| 3M | -1.7% | -11.5% | +9.7% | +3.2% |
| 6M | +3.1% | -2.5% | +5.6% | +2.9% |
| YTD | +11.9% | +5.5% | +6.4% | +7.0% |
| 1Y | +12.0% | +11.0% | +0.9% | +4.5% |
| 3Y | +78.2% | +200.1% | -121.9% | +3.0% |
| 5Y | +73.2% | +154.7% | -81.5% | +6.0% |
| All | +309.3% | +450.3% | -141.0% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling