+157.4%
GS vs BAX
-62.5%
+220.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.6% | +3.6% | -2.1% | +0.8% |
| 30D | +1.7% | +8.5% | -6.8% | -0.3% |
| 3M | -11.6% | -4.9% | -6.7% | -10.8% |
| 6M | -1.9% | +47.0% | -48.9% | -11.4% |
| YTD | +5.1% | +38.4% | -33.4% | -4.5% |
| 1Y | +16.4% | +49.1% | -32.7% | +3.8% |
| 3Y | +199.0% | -14.9% | +213.8% | +199.1% |
| 5Y | +157.4% | -63.1% | +220.5% | +236.2% |
| All | +157.4% | -62.5% | +220.0% | +236.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling