+1,710.5%
GS vs BBWI
+275.8%
+1,434.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.2% | -0.2% | -4.4% |
| 7D | -6.3% | -3.1% | -3.3% | -5.4% |
| 30D | -3.1% | +23.1% | -26.3% | -9.7% |
| 3M | -17.7% | +7.3% | -24.9% | -20.7% |
| 6M | -4.6% | +22.6% | -27.2% | -13.2% |
| YTD | +0.3% | +13.3% | -13.0% | -8.0% |
| 1Y | +11.7% | -2.6% | +14.3% | +5.6% |
| 3Y | +183.6% | -25.9% | +209.5% | +175.7% |
| 5Y | +141.0% | -66.7% | +207.7% | +186.8% |
| 10Y | +507.4% | -41.6% | +549.0% | +362.9% |
| All | +1,710.5% | +275.8% | +1,434.8% | +391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling