+59.4%
BE vs GS
+14.4%
+44.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -1.3% |
| 7D | +20.5% | +5.1% | +15.4% | +11.9% |
| 30D | -23.4% | +2.4% | -25.8% | -24.5% |
| 3M | -14.9% | -11.5% | -3.4% | +5.0% |
| 6M | -28.1% | -2.5% | -25.5% | -19.8% |
| YTD | +132.4% | +5.5% | +126.9% | +107.5% |
| 1Y | +59.4% | +11.0% | +48.3% | +28.4% |
| All | +59.4% | +14.4% | +44.9% | +28.4% |
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 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