+152.4%
GS vs BB
-18.0%
+170.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.5% | -0.8% | +3.7% |
| 7D | +0.8% | +15.0% | -14.1% | -1.6% |
| 30D | +1.2% | +3.5% | -2.3% | +0.3% |
| 3M | -12.4% | +2.7% | -15.1% | -13.5% |
| 6M | -2.3% | +44.7% | -47.1% | -10.6% |
| YTD | +4.6% | +143.3% | -138.7% | -13.6% |
| 1Y | +17.5% | +102.2% | -84.7% | +0.1% |
| 3Y | +202.0% | +156.1% | +45.9% | +136.3% |
| 5Y | +152.4% | -17.6% | +170.0% | +142.4% |
| All | +152.4% | -18.0% | +170.3% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling