+65.0%
UBER vs GS
+412.4%
-347.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +5.1% | -3.2% | +8.3% | +7.1% |
| 30D | +0.2% | -2.4% | +2.6% | +1.4% |
| 3M | -2.7% | -15.7% | +13.1% | +7.4% |
| 6M | -13.4% | -6.8% | -6.6% | -12.7% |
| YTD | -16.1% | -0.1% | -16.0% | -20.5% |
| 1Y | -25.5% | +12.1% | -37.6% | -35.1% |
| 3Y | +42.5% | +185.8% | -143.3% | -39.9% |
| 5Y | +45.3% | +140.1% | -94.7% | -30.7% |
| All | +65.0% | +412.4% | -347.4% | -60.1% |
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 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