+2,064.0%
GS vs BBWI
+232.0%
+1,832.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -0.8% |
| 7D | +0.9% | +1.5% | -0.6% | +0.4% |
| 30D | -1.6% | -5.2% | +3.6% | -0.5% |
| 3M | -4.5% | +11.1% | -15.6% | -9.1% |
| 6M | +20.9% | -13.4% | +34.2% | +22.8% |
| YTD | +19.9% | +0.1% | +19.8% | +15.4% |
| 1Y | +41.4% | -36.1% | +77.5% | +54.0% |
| 3Y | +239.2% | -44.1% | +283.3% | +263.9% |
| 5Y | +185.0% | -66.2% | +251.3% | +237.9% |
| 10Y | +655.0% | -54.8% | +709.7% | +537.6% |
| All | +2,064.0% | +232.0% | +1,832.0% | +515.6% |
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 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