+113.3%
BSX vs GS
+452.1%
-338.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +3.7% | +5.9% | -2.1% | +1.6% |
| 30D | +3.1% | +4.3% | -1.2% | +1.5% |
| 3M | -14.2% | -11.7% | -2.6% | -10.7% |
| 6M | -16.4% | -3.2% | -13.3% | -17.1% |
| YTD | -53.5% | +5.8% | -59.3% | -55.9% |
| 1Y | -57.8% | +16.0% | -73.8% | -61.5% |
| 3Y | -17.4% | +199.8% | -217.2% | -51.2% |
| 5Y | +5.4% | +155.5% | -150.1% | -34.5% |
| All | +113.3% | +452.1% | -338.8% | -5.5% |
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