+1,709.5%
BE vs GS
+202.3%
+1,507.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.3% |
| 7D | +10.8% | +5.9% | +5.0% | +4.1% |
| 30D | -19.8% | +4.3% | -24.1% | -22.3% |
| 3M | -18.7% | -11.7% | -7.1% | -4.2% |
| 6M | -33.7% | -3.2% | -30.6% | -26.8% |
| YTD | +121.0% | +5.8% | +115.2% | +123.2% |
| 1Y | +85.4% | +16.0% | +69.4% | +72.5% |
| 3Y | +1,709.5% | +199.8% | +1,509.8% | +397.1% |
| All | +1,709.5% | +202.3% | +1,507.2% | +397.1% |
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