+486.7%
GS vs B
+183.2%
+303.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -3.2% | +9.6% | -12.8% | -4.1% |
| 30D | -2.4% | +3.5% | -5.9% | -2.8% |
| 3M | -15.7% | -1.6% | -14.2% | -15.7% |
| 6M | -6.8% | -1.7% | -5.1% | -6.9% |
| YTD | -0.1% | -5.3% | +5.3% | -0.1% |
| 1Y | +12.1% | +27.2% | -15.1% | +9.8% |
| 3Y | +185.8% | +166.1% | +19.7% | +166.3% |
| 5Y | +140.1% | +136.5% | +3.6% | +122.8% |
| All | +486.7% | +183.2% | +303.5% | +442.7% |
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