+437.1%
GS vs BBWI
-48.2%
+485.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.8% |
| 7D | +5.1% | -4.5% | +9.7% | +6.2% |
| 30D | +2.4% | +17.1% | -14.7% | -1.2% |
| 3M | -11.5% | +17.5% | -29.0% | -15.3% |
| 6M | -2.5% | +12.8% | -15.3% | -6.8% |
| YTD | +5.5% | +8.2% | -2.7% | +0.7% |
| 1Y | +11.0% | -1.8% | +12.8% | +7.1% |
| 3Y | +200.1% | -25.8% | +225.8% | +197.3% |
| 5Y | +154.7% | -68.0% | +222.7% | +193.3% |
| All | +437.1% | -48.2% | +485.3% | +340.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling