+654.3%
GS vs B
+194.1%
+460.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | +0.9% | -1.6% | +2.5% | +1.1% |
| 30D | -1.6% | +9.4% | -11.0% | -2.5% |
| 3M | -4.5% | +5.0% | -9.5% | -5.1% |
| 6M | +20.9% | -3.5% | +24.4% | +20.6% |
| YTD | +19.9% | +4.5% | +15.4% | +18.8% |
| 1Y | +41.4% | +67.8% | -26.4% | +35.7% |
| 3Y | +239.2% | +196.7% | +42.5% | +213.3% |
| 5Y | +185.0% | +151.9% | +33.1% | +162.7% |
| All | +654.3% | +194.1% | +460.2% | +594.3% |
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