+491.3%
BE vs GS
+155.9%
+335.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -1.9% |
| 7D | +20.5% | +5.1% | +15.4% | +14.3% |
| 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% | -21.4% |
| YTD | +132.4% | +5.5% | +126.9% | +133.9% |
| 1Y | +59.4% | +11.0% | +48.3% | +54.3% |
| 3Y | +1,815.8% | +200.1% | +1,615.8% | +534.5% |
| 5Y | +491.3% | +154.7% | +336.6% | +113.0% |
| All | +491.3% | +155.9% | +335.4% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling