+2,064.0%
GS vs BAX
+153.6%
+1,910.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.3% |
| 7D | +0.9% | -1.1% | +2.1% | +1.3% |
| 30D | -1.6% | -5.5% | +3.9% | +0.2% |
| 3M | -4.5% | +33.5% | -38.0% | -14.6% |
| 6M | +20.9% | +35.9% | -15.0% | +7.0% |
| YTD | +19.9% | +35.4% | -15.5% | +5.2% |
| 1Y | +41.4% | +9.8% | +31.7% | +32.2% |
| 3Y | +239.2% | -32.7% | +271.9% | +264.6% |
| 5Y | +185.0% | -65.6% | +250.6% | +285.2% |
| 10Y | +655.0% | -34.9% | +689.9% | +687.5% |
| All | +2,064.0% | +153.6% | +1,910.5% | +1,483.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling