+1,833.6%
GS vs BA
+543.8%
+1,289.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.4% | +2.6% |
| 7D | +0.3% | +5.9% | -5.6% | -2.2% |
| 30D | +3.9% | -8.2% | +12.0% | +7.3% |
| 3M | -11.4% | -25.4% | +13.9% | +0.1% |
| 6M | +3.7% | -20.0% | +23.7% | +13.0% |
| YTD | +7.1% | -18.5% | +25.6% | +15.2% |
| 1Y | +19.7% | -10.6% | +30.3% | +23.0% |
| 3Y | +202.8% | -9.3% | +212.1% | +195.4% |
| 5Y | +156.7% | -16.9% | +173.6% | +146.9% |
| 10Y | +548.7% | +37.9% | +510.8% | +299.0% |
| All | +1,833.6% | +543.8% | +1,289.8% | +449.5% |
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