+642.6%
GS vs BBY
+233.2%
+409.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +3.4% | +8.1% | -4.7% | +0.6% |
| 30D | +0.2% | +8.9% | -8.7% | -3.0% |
| 3M | -0.3% | +22.0% | -22.4% | -7.5% |
| 6M | +27.4% | +37.8% | -10.5% | +12.2% |
| YTD | +19.6% | +37.3% | -17.7% | +5.1% |
| 1Y | +42.5% | +21.6% | +20.9% | +30.0% |
| 3Y | +240.4% | +41.5% | +198.9% | +182.7% |
| 5Y | +188.9% | +1.2% | +187.7% | +160.3% |
| 10Y | +642.6% | +237.8% | +404.8% | +346.5% |
| All | +642.6% | +233.2% | +409.4% | +346.5% |
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