+438.8%
GS vs BAX
-35.8%
+474.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +4.3% | +4.1% | +0.2% | +2.9% |
| 3M | -11.7% | -4.5% | -7.1% | -10.8% |
| 6M | -3.2% | +49.2% | -52.4% | -15.9% |
| YTD | +5.8% | +35.2% | -29.4% | -6.3% |
| 1Y | +16.0% | +38.3% | -22.3% | +1.8% |
| 3Y | +199.8% | -19.0% | +218.8% | +202.8% |
| 5Y | +155.5% | -64.2% | +219.7% | +253.5% |
| All | +438.8% | -35.8% | +474.7% | +565.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling