+42.5%
GS vs BBY
+22.8%
+19.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +3.4% | +8.1% | -4.7% | +2.1% |
| 30D | +0.2% | +8.9% | -8.7% | -1.4% |
| 3M | -0.3% | +22.0% | -22.4% | -4.0% |
| 6M | +27.4% | +37.8% | -10.5% | +19.2% |
| YTD | +19.6% | +37.3% | -17.7% | +11.8% |
| 1Y | +42.5% | +21.6% | +20.9% | +35.4% |
| All | +42.5% | +22.8% | +19.6% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling