+74.4%
SPY vs GS
+184.4%
-110.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +2.0% | -2.1% |
| 7D | -4.7% | -6.3% | +1.6% | -2.5% |
| 30D | -5.9% | -3.1% | -2.8% | -4.8% |
| 3M | -4.5% | -17.7% | +13.1% | +2.1% |
| 6M | +1.8% | -4.6% | +6.3% | +2.2% |
| YTD | +8.3% | +0.3% | +8.0% | +5.9% |
| 1Y | +9.3% | +11.7% | -2.4% | +2.0% |
| All | +74.4% | +184.4% | -110.0% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling