-24.1%
UBER vs GS
+12.2%
-36.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +1.6% | +5.9% | -4.3% | +0.8% |
| 30D | +0.6% | +4.3% | -3.7% | 0.0% |
| 3M | -8.2% | -11.7% | +3.5% | -7.3% |
| 6M | -6.7% | -3.2% | -3.5% | -8.8% |
| YTD | -14.7% | +5.8% | -20.5% | -20.4% |
| 1Y | -24.1% | +16.0% | -40.1% | -32.7% |
| All | -24.1% | +12.2% | -36.3% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling