+642.6%
GS vs BDX
+53.5%
+589.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.8% |
| 7D | +3.4% | -4.3% | +7.7% | +4.9% |
| 30D | +0.2% | +1.3% | -1.1% | -0.3% |
| 3M | -0.3% | +20.2% | -20.6% | -7.2% |
| 6M | +27.4% | +8.6% | +18.8% | +22.8% |
| YTD | +19.6% | +19.0% | +0.7% | +11.4% |
| 1Y | +42.5% | +21.2% | +21.3% | +31.5% |
| 3Y | +240.4% | -9.7% | +250.1% | +245.3% |
| 5Y | +188.9% | -3.4% | +192.3% | +182.0% |
| 10Y | +642.6% | +53.9% | +588.7% | +559.8% |
| All | +642.6% | +53.5% | +589.0% | +559.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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