+141.0%
GS vs BA
-20.8%
+161.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.8% | -5.5% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -3.1% | -9.1% | +6.0% | -0.3% |
| 3M | -17.7% | -28.2% | +10.5% | -8.4% |
| 6M | -4.6% | -23.1% | +18.6% | +3.4% |
| YTD | +0.3% | -20.6% | +20.9% | +7.1% |
| 1Y | +11.7% | -12.7% | +24.4% | +15.4% |
| 3Y | +183.6% | -11.6% | +195.1% | +180.7% |
| 5Y | +141.0% | -23.1% | +164.1% | +137.4% |
| All | +141.0% | -20.8% | +161.7% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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