+675.5%
BE vs GS
+363.9%
+311.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.7% | +7.2% | +6.9% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -30.9% | +1.2% | -32.1% | -30.7% |
| 3M | -11.6% | -12.4% | +0.8% | +3.6% |
| 6M | -25.7% | -2.3% | -23.4% | -19.7% |
| YTD | +123.1% | +4.6% | +118.5% | +126.2% |
| 1Y | +43.4% | +17.5% | +25.9% | +31.1% |
| 3Y | +1,683.6% | +202.0% | +1,481.6% | +534.9% |
| 5Y | +465.4% | +152.4% | +313.0% | +142.8% |
| All | +675.5% | +363.9% | +311.6% | +37.6% |
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