+67.6%
SPY vs GS
+138.4%
-70.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.7% | -3.2% | +0.5% | -1.4% |
| 30D | -5.4% | -2.4% | -3.0% | -4.5% |
| 3M | -4.1% | -15.7% | +11.6% | +2.7% |
| 6M | +0.7% | -6.8% | +7.5% | +2.3% |
| YTD | +8.7% | -0.1% | +8.7% | +6.1% |
| 1Y | +10.9% | +12.1% | -1.2% | +2.5% |
| 3Y | +75.0% | +185.8% | -110.8% | +0.3% |
| All | +67.6% | +138.4% | -70.8% | -1.1% |
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