+784.1%
SPY vs GS
+1,576.5%
-792.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +2.0% | -2.0% |
| 7D | -4.7% | -6.3% | +1.6% | -2.4% |
| 30D | -5.9% | -3.1% | -2.8% | -4.8% |
| 3M | -4.5% | -17.7% | +13.1% | +2.5% |
| 6M | +1.8% | -4.6% | +6.3% | +2.6% |
| YTD | +8.3% | +0.3% | +8.0% | +6.5% |
| 1Y | +9.3% | +11.7% | -2.4% | +3.1% |
| 3Y | +74.9% | +183.6% | -108.7% | +13.6% |
| 5Y | +67.3% | +141.0% | -73.7% | +14.4% |
| 10Y | +311.6% | +507.4% | -195.9% | +90.3% |
| All | +784.1% | +1,576.5% | -792.5% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling