+1,710.5%
GS vs BAX
+151.8%
+1,558.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.2% | -5.3% |
| 7D | -6.3% | +9.1% | -15.5% | -9.1% |
| 30D | -3.1% | +5.3% | -8.4% | -5.1% |
| 3M | -17.7% | -6.1% | -11.5% | -16.3% |
| 6M | -4.6% | +53.3% | -57.8% | -19.1% |
| YTD | +0.3% | +34.4% | -34.1% | -12.1% |
| 1Y | +11.7% | +43.2% | -31.5% | -4.5% |
| 3Y | +183.6% | -20.1% | +203.7% | +186.0% |
| 5Y | +141.0% | -63.7% | +204.7% | +218.3% |
| 10Y | +507.4% | -36.3% | +543.8% | +536.5% |
| All | +1,710.5% | +151.8% | +1,558.7% | +1,222.3% |
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 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