+204.6%
GS vs BBAI
-77.8%
+282.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.2% | -14.6% | +11.4% | -2.7% |
| 30D | -2.4% | -11.6% | +9.1% | -2.1% |
| 3M | -15.7% | -26.2% | +10.5% | -15.0% |
| 6M | -6.8% | -49.2% | +42.4% | -5.0% |
| YTD | -0.1% | -58.9% | +58.8% | +2.1% |
| 1Y | +12.1% | -60.8% | +72.9% | +14.5% |
| 3Y | +185.8% | +51.0% | +134.8% | +179.0% |
| 5Y | +140.1% | -77.7% | +217.8% | +135.0% |
| All | +204.6% | -77.8% | +282.4% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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