+2,064.0%
GS vs BB
+281.0%
+1,783.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | -5.6% | +6.6% | +1.9% |
| 30D | -1.6% | -11.8% | +10.2% | +0.3% |
| 3M | -4.5% | -25.5% | +21.1% | -0.7% |
| 6M | +20.9% | +121.3% | -100.4% | +3.4% |
| YTD | +19.9% | +103.2% | -83.3% | +4.1% |
| 1Y | +41.4% | +102.6% | -61.2% | +22.0% |
| 3Y | +239.2% | +37.5% | +201.7% | +197.5% |
| 5Y | +185.0% | -30.4% | +215.5% | +169.8% |
| 10Y | +655.0% | 0.0% | +655.0% | +463.1% |
| All | +2,064.0% | +281.0% | +1,783.0% | +1,034.4% |
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 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