+593.0%
BE vs GS
+343.2%
+249.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.8% |
| 7D | -14.7% | -3.2% | -11.5% | -11.4% |
| 30D | -40.5% | -2.4% | -38.1% | -38.1% |
| 3M | -24.3% | -15.7% | -8.6% | -7.9% |
| 6M | -39.3% | -6.8% | -32.5% | -31.2% |
| YTD | +99.4% | -0.1% | +99.4% | +111.5% |
| 1Y | +26.6% | +12.1% | +14.5% | +21.3% |
| 3Y | +1,616.9% | +185.8% | +1,431.2% | +545.2% |
| 5Y | +441.4% | +140.1% | +301.3% | +144.4% |
| All | +593.0% | +343.2% | +249.7% | +28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling