+112.6%
BSX vs GS
+450.3%
-337.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.6% |
| 7D | -1.0% | +5.1% | -6.1% | -2.7% |
| 30D | +2.1% | +2.4% | -0.4% | +1.1% |
| 3M | -14.0% | -11.5% | -2.6% | -10.6% |
| 6M | -18.3% | -2.5% | -15.8% | -19.2% |
| YTD | -53.6% | +5.5% | -59.1% | -56.0% |
| 1Y | -57.6% | +11.0% | -68.6% | -60.6% |
| 3Y | -14.3% | +200.1% | -214.3% | -49.3% |
| 5Y | +5.1% | +154.7% | -149.6% | -34.6% |
| All | +112.6% | +450.3% | -337.7% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling