+2,064.0%
GS vs BA
+672.0%
+1,392.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.3% |
| 7D | +0.9% | +1.2% | -0.2% | +0.4% |
| 30D | -1.6% | -11.6% | +10.1% | +3.9% |
| 3M | -4.5% | -2.4% | -2.1% | -3.8% |
| 6M | +20.9% | -6.6% | +27.5% | +23.5% |
| YTD | +19.9% | -2.2% | +22.1% | +19.8% |
| 1Y | +41.4% | -8.0% | +49.4% | +44.0% |
| 3Y | +239.2% | -5.0% | +244.2% | +226.5% |
| 5Y | +185.0% | -2.7% | +187.8% | +157.2% |
| 10Y | +655.0% | +75.9% | +579.1% | +317.4% |
| All | +2,064.0% | +672.0% | +1,392.1% | +471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling