+457.2%
GS vs BBY
+282.3%
+174.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.1% |
| 7D | +1.6% | +10.9% | -9.3% | -1.9% |
| 30D | +1.7% | +19.6% | -18.0% | -4.5% |
| 3M | -11.6% | +27.6% | -39.2% | -19.2% |
| 6M | -1.9% | +79.4% | -81.3% | -21.2% |
| YTD | +5.1% | +61.7% | -56.6% | -13.0% |
| 1Y | +16.4% | +40.3% | -23.9% | +1.2% |
| 3Y | +199.0% | +87.9% | +111.1% | +124.0% |
| 5Y | +157.4% | +0.2% | +157.2% | +134.2% |
| 10Y | +457.2% | +274.5% | +182.8% | +244.2% |
| All | +457.2% | +282.3% | +174.9% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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