+139.3%
GS vs BBY
-2.4%
+141.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.2% | +4.2% | -7.4% | -4.3% |
| 30D | -2.4% | +17.8% | -20.2% | -7.1% |
| 3M | -15.7% | +25.8% | -41.6% | -21.6% |
| 6M | -6.8% | +73.8% | -80.6% | -22.1% |
| YTD | -0.1% | +54.7% | -54.8% | -13.9% |
| 1Y | +12.1% | +33.4% | -21.3% | +1.1% |
| 3Y | +185.8% | +72.2% | +113.6% | +128.1% |
| All | +139.3% | -2.4% | +141.8% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling