+701.6%
BE vs GS
+375.1%
+326.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.6% | -9.9% | -10.1% |
| 7D | -12.1% | +0.3% | -12.4% | -12.6% |
| 30D | -30.1% | +3.9% | -34.0% | -32.4% |
| 3M | -12.1% | -11.4% | -0.7% | +0.7% |
| 6M | -30.6% | +3.7% | -34.3% | -30.1% |
| YTD | +130.6% | +7.1% | +123.5% | +125.5% |
| 1Y | +55.3% | +19.7% | +35.6% | +37.8% |
| 3Y | +1,755.6% | +202.8% | +1,552.7% | +550.5% |
| 5Y | +564.5% | +156.7% | +407.7% | +177.1% |
| All | +701.6% | +375.1% | +326.5% | +37.2% |
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