+737.9%
BE vs GS
+374.5%
+363.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +1.8% | +11.1% | +11.0% |
| 7D | +4.5% | -0.1% | +4.7% | +6.0% |
| 30D | -20.1% | +3.7% | -23.8% | -21.8% |
| 3M | -0.8% | -10.0% | +9.1% | +13.1% |
| 6M | -26.2% | -1.0% | -25.2% | -21.3% |
| YTD | +141.1% | +7.0% | +134.1% | +139.0% |
| 1Y | +64.8% | +16.6% | +48.2% | +52.1% |
| 3Y | +1,887.4% | +204.4% | +1,683.0% | +602.5% |
| 5Y | +518.1% | +160.0% | +358.1% | +157.6% |
| All | +737.9% | +374.5% | +363.4% | +45.4% |
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