+312.8%
SPY vs GS
+657.0%
-344.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | +0.1% | -1.6% | +1.6% | +0.6% |
| 3M | +2.0% | -4.5% | +6.5% | +3.3% |
| 6M | +13.0% | +20.9% | -7.9% | +2.7% |
| YTD | +13.5% | +19.9% | -6.3% | +3.0% |
| 1Y | +20.0% | +41.4% | -21.4% | +0.7% |
| 3Y | +77.2% | +239.2% | -162.0% | -2.4% |
| 5Y | +81.9% | +185.0% | -103.2% | +6.4% |
| All | +312.8% | +657.0% | -344.2% | +49.4% |
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