+478.5%
GS vs BBY
+308.8%
+169.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.7% | -2.0% | +2.4% |
| 7D | +0.8% | +10.5% | -9.7% | -2.5% |
| 30D | +1.2% | +22.1% | -20.9% | -5.6% |
| 3M | -12.4% | +31.0% | -43.4% | -20.7% |
| 6M | -2.3% | +83.2% | -85.5% | -22.1% |
| YTD | +4.6% | +65.1% | -60.5% | -14.0% |
| 1Y | +17.5% | +41.6% | -24.1% | +1.9% |
| 3Y | +202.0% | +95.6% | +106.4% | +123.0% |
| 5Y | +152.4% | +1.0% | +151.4% | +129.1% |
| 10Y | +478.5% | +296.9% | +181.6% | +249.2% |
| All | +478.5% | +308.8% | +169.7% | +249.2% |
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