+1,710.5%
GS vs BB
+314.2%
+1,396.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.9% | -5.6% |
| 7D | -6.3% | -8.9% | +2.6% | -4.9% |
| 30D | -3.1% | -12.6% | +9.5% | -1.2% |
| 3M | -17.7% | -4.1% | -13.5% | -17.7% |
| 6M | -4.6% | +49.5% | -54.0% | -12.8% |
| YTD | +0.3% | +120.8% | -120.5% | -14.7% |
| 1Y | +11.7% | +76.2% | -64.5% | -1.5% |
| 3Y | +183.6% | +123.8% | +59.8% | +129.5% |
| 5Y | +141.0% | -24.3% | +165.2% | +124.5% |
| 10Y | +507.4% | +20.1% | +487.3% | +336.7% |
| All | +1,710.5% | +314.2% | +1,396.4% | +830.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling