-30.1%
BE vs GS
+2.9%
-33.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.6% | -9.9% | -13.7% |
| 7D | -12.1% | +0.3% | -12.4% | -10.7% |
| 30D | -30.1% | +3.9% | -34.0% | -35.3% |
| All | -30.1% | +2.9% | -33.0% | -35.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling