+1,710.5%
GS vs B
+190.7%
+1,519.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.4% |
| 7D | -6.3% | +4.3% | -10.7% | -6.6% |
| 30D | -3.1% | -0.9% | -2.2% | -3.1% |
| 3M | -17.7% | -1.4% | -16.3% | -17.6% |
| 6M | -4.6% | +5.0% | -9.6% | -5.0% |
| YTD | +0.3% | -5.8% | +6.1% | +0.4% |
| 1Y | +11.7% | +25.6% | -13.9% | +10.0% |
| 3Y | +183.6% | +161.6% | +22.0% | +167.4% |
| 5Y | +141.0% | +135.2% | +5.7% | +127.2% |
| 10Y | +507.4% | +170.7% | +336.7% | +461.4% |
| All | +1,710.5% | +190.7% | +1,519.9% | +1,733.8% |
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