+2,064.0%
GS vs BBY
+662.6%
+1,401.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.9% |
| 7D | +0.9% | +9.5% | -8.6% | -1.9% |
| 30D | -1.6% | +6.8% | -8.4% | -3.8% |
| 3M | -4.5% | +28.9% | -33.3% | -12.0% |
| 6M | +20.9% | +37.8% | -16.9% | +8.2% |
| YTD | +19.9% | +38.7% | -18.9% | +6.8% |
| 1Y | +41.4% | +23.7% | +17.7% | +29.9% |
| 3Y | +239.2% | +39.1% | +200.0% | +192.2% |
| 5Y | +185.0% | -0.4% | +185.5% | +163.6% |
| 10Y | +655.0% | +234.0% | +420.9% | +363.4% |
| All | +2,064.0% | +662.6% | +1,401.4% | +723.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling