+19.7%
GS vs BAX
+46.0%
-26.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +3.0% |
| 7D | +0.3% | +4.1% | -3.8% | -0.4% |
| 30D | +3.9% | +9.4% | -5.5% | +2.4% |
| 3M | -11.4% | -6.5% | -4.9% | -10.6% |
| 6M | +3.7% | +59.6% | -55.9% | -7.0% |
| YTD | +7.1% | +38.9% | -31.7% | -1.6% |
| 1Y | +19.7% | +48.0% | -28.3% | +8.3% |
| All | +19.7% | +46.0% | -26.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling