+1,803.2%
BE vs GS
+201.3%
+1,601.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -1.9% |
| 7D | +20.5% | +5.1% | +15.4% | +14.1% |
| 30D | -23.4% | +2.4% | -25.8% | -24.0% |
| 3M | -14.9% | -11.5% | -3.4% | +0.1% |
| 6M | -28.1% | -2.5% | -25.5% | -21.0% |
| YTD | +132.4% | +5.5% | +126.9% | +135.7% |
| 1Y | +59.4% | +11.0% | +48.3% | +55.9% |
| All | +1,803.2% | +201.3% | +1,601.9% | +425.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling