+205.7%
GS vs BBAI
-77.8%
+283.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.3% | +6.9% | -5.9% |
| 7D | -6.3% | -16.9% | +10.5% | -5.8% |
| 30D | -3.1% | -14.0% | +10.8% | -2.7% |
| 3M | -17.7% | -26.7% | +9.1% | -16.9% |
| 6M | -4.6% | -46.4% | +41.8% | -2.9% |
| YTD | +0.3% | -58.9% | +59.2% | +2.5% |
| 1Y | +11.7% | -63.8% | +75.5% | +14.3% |
| 3Y | +183.6% | +54.2% | +129.4% | +176.7% |
| 5Y | +141.0% | -77.7% | +218.6% | +135.8% |
| All | +205.7% | -77.8% | +283.5% | +199.0% |
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