+437.1%
GS vs BAX
-36.0%
+473.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.7% |
| 7D | +5.1% | +0.4% | +4.8% | +5.0% |
| 30D | +2.4% | +3.4% | -1.0% | +1.2% |
| 3M | -11.5% | -4.5% | -7.0% | -10.6% |
| 6M | -2.5% | +44.0% | -46.5% | -14.3% |
| YTD | +5.5% | +34.9% | -29.4% | -6.5% |
| 1Y | +11.0% | +37.9% | -26.9% | -2.5% |
| 3Y | +200.1% | -17.1% | +217.1% | +200.2% |
| 5Y | +154.7% | -64.3% | +219.0% | +252.6% |
| All | +437.1% | -36.0% | +473.1% | +564.3% |
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 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