+243.0%
GS vs B
+198.7%
+44.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +0.9% | -1.6% | +2.5% | +1.2% |
| 30D | -1.6% | +9.4% | -11.0% | -3.5% |
| 3M | -4.5% | +5.0% | -9.5% | -5.9% |
| 6M | +20.9% | -3.5% | +24.4% | +20.1% |
| YTD | +19.9% | +4.5% | +15.4% | +17.1% |
| 1Y | +41.4% | +67.8% | -26.4% | +28.2% |
| All | +243.0% | +198.7% | +44.2% | +176.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling