+438.8%
GS vs B
+216.6%
+222.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +5.9% | -7.3% | +13.2% | +6.7% |
| 30D | +4.3% | -3.3% | +7.6% | +4.6% |
| 3M | -11.7% | -7.8% | -3.9% | -11.0% |
| 6M | -3.2% | -15.5% | +12.4% | -1.9% |
| YTD | +5.8% | -12.3% | +18.1% | +6.6% |
| 1Y | +16.0% | +5.4% | +10.7% | +15.3% |
| 3Y | +199.8% | +165.5% | +34.2% | +178.9% |
| 5Y | +155.5% | +107.0% | +48.5% | +138.0% |
| All | +438.8% | +216.6% | +222.3% | +407.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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