+911.5%
BE vs GS
+431.7%
+479.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.3% |
| 7D | +20.0% | +0.9% | +19.0% | +18.9% |
| 30D | +7.9% | -1.6% | +9.5% | +9.8% |
| 3M | -13.2% | -4.5% | -8.7% | -6.4% |
| 6M | +53.5% | +20.9% | +32.6% | +30.7% |
| YTD | +191.0% | +19.9% | +171.1% | +150.9% |
| 1Y | +360.5% | +41.4% | +319.1% | +242.6% |
| 3Y | +1,568.0% | +239.2% | +1,328.8% | +416.5% |
| 5Y | +1,055.2% | +185.0% | +870.1% | +328.8% |
| All | +911.5% | +431.7% | +479.8% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling