+55.3%
BE vs GS
+21.8%
+33.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.6% | -9.9% | -11.8% |
| 7D | -12.1% | +0.3% | -12.4% | -12.8% |
| 30D | -30.1% | +3.9% | -34.0% | -33.6% |
| 3M | -12.1% | -11.4% | -0.7% | +6.0% |
| 6M | -30.6% | +3.7% | -34.3% | -29.8% |
| YTD | +130.6% | +7.1% | +123.5% | +103.8% |
| 1Y | +55.3% | +19.7% | +35.6% | +10.7% |
| All | +55.3% | +21.8% | +33.5% | +10.7% |
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