+457.2%
GS vs BB
+28.9%
+428.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +1.6% | +11.6% | -10.0% | -0.1% |
| 30D | +1.7% | +2.6% | -0.9% | +1.0% |
| 3M | -11.6% | +3.5% | -15.1% | -12.7% |
| 6M | -1.9% | +43.5% | -45.4% | -8.9% |
| YTD | +5.1% | +141.2% | -136.1% | -10.4% |
| 1Y | +16.4% | +97.4% | -81.0% | +2.1% |
| 3Y | +199.0% | +151.1% | +47.9% | +143.5% |
| 5Y | +157.4% | -12.8% | +170.2% | +135.1% |
| 10Y | +457.2% | +27.5% | +429.8% | +273.5% |
| All | +457.2% | +28.9% | +428.3% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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