+457.2%
GS vs BDX
+84.3%
+373.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.8% |
| 7D | +1.6% | +7.3% | -5.7% | -0.8% |
| 30D | +1.7% | +15.7% | -14.0% | -3.3% |
| 3M | -11.6% | +19.1% | -30.6% | -16.8% |
| 6M | -1.9% | +44.1% | -46.0% | -14.3% |
| YTD | +5.1% | +42.1% | -37.0% | -8.0% |
| 1Y | +16.4% | +52.6% | -36.2% | -0.8% |
| 3Y | +199.0% | +22.6% | +176.4% | +171.7% |
| 5Y | +157.4% | +23.3% | +134.1% | +130.4% |
| 10Y | +457.2% | +84.8% | +372.4% | +376.5% |
| All | +457.2% | +84.3% | +373.0% | +376.5% |
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