+131.8%
BSX vs GS
+1,903.9%
-1,772.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.0% | +0.9% | +1.1% | +1.7% |
| 30D | +0.1% | -1.6% | +1.7% | +0.5% |
| 3M | -2.1% | -4.5% | +2.3% | -1.6% |
| 6M | -33.8% | +20.9% | -54.7% | -38.8% |
| YTD | -49.9% | +19.9% | -69.8% | -53.8% |
| 1Y | -55.4% | +41.4% | -96.9% | -61.4% |
| 3Y | -10.9% | +239.2% | -250.0% | -43.8% |
| 5Y | +6.4% | +185.0% | -178.6% | -29.8% |
| 10Y | +97.0% | +655.0% | -557.9% | -9.8% |
| All | +131.8% | +1,903.9% | -1,772.1% | -44.0% |
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 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