+63.3%
UBER vs GS
+161.5%
-98.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | -0.1% |
| 7D | +1.2% | -0.1% | +1.3% | +1.1% |
| 30D | -1.1% | +3.7% | -4.8% | -3.2% |
| 3M | -10.0% | -10.0% | 0.0% | -5.5% |
| 6M | -7.2% | -1.0% | -6.2% | -9.8% |
| YTD | -13.5% | +7.0% | -20.5% | -21.0% |
| 1Y | -24.5% | +16.6% | -41.1% | -35.1% |
| 3Y | +37.0% | +204.4% | -167.4% | -45.4% |
| 5Y | +63.3% | +160.0% | -96.7% | -26.1% |
| All | +63.3% | +161.5% | -98.2% | -26.1% |
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