+2,064.0%
GS vs B
+222.5%
+1,841.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | +0.9% | -1.6% | +2.5% | +1.0% |
| 30D | -1.6% | +9.4% | -11.0% | -2.2% |
| 3M | -4.5% | +5.0% | -9.5% | -4.9% |
| 6M | +20.9% | -3.5% | +24.4% | +20.9% |
| YTD | +19.9% | +4.5% | +15.4% | +19.2% |
| 1Y | +41.4% | +67.8% | -26.4% | +36.9% |
| 3Y | +239.2% | +196.7% | +42.5% | +217.5% |
| 5Y | +185.0% | +151.9% | +33.1% | +167.4% |
| 10Y | +655.0% | +202.2% | +452.8% | +592.6% |
| All | +2,064.0% | +222.5% | +1,841.6% | +2,078.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling