+155.4%
GS vs B
+117.5%
+37.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +1.5% |
| 7D | +1.6% | +7.1% | -5.6% | +0.3% |
| 30D | +1.7% | -3.3% | +5.0% | +2.1% |
| 3M | -11.6% | -2.5% | -9.0% | -11.4% |
| 6M | -1.9% | -7.2% | +5.3% | -1.3% |
| YTD | +5.1% | -7.4% | +12.4% | +5.1% |
| 1Y | +16.4% | +16.4% | 0.0% | +13.0% |
| 3Y | +199.0% | +178.7% | +20.2% | +155.6% |
| All | +155.4% | +117.5% | +37.8% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling