+185.8%
GS vs BAX
-19.9%
+205.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.2% | +12.1% | -15.3% | -5.3% |
| 30D | -2.4% | +7.6% | -10.0% | -3.9% |
| 3M | -15.7% | -4.5% | -11.3% | -15.1% |
| 6M | -6.8% | +52.0% | -58.8% | -15.8% |
| YTD | -0.1% | +35.1% | -35.2% | -8.0% |
| 1Y | +12.1% | +43.7% | -31.6% | +1.7% |
| 3Y | +185.8% | -20.9% | +206.7% | +183.5% |
| All | +185.8% | -19.9% | +205.7% | +183.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling