+199.8%
GS vs BDX
+25.0%
+174.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +5.9% | +2.9% | +3.0% | +5.3% |
| 30D | +4.3% | +15.4% | -11.1% | +1.4% |
| 3M | -11.7% | +20.5% | -32.2% | -14.9% |
| 6M | -3.2% | +53.2% | -56.4% | -12.2% |
| YTD | +5.8% | +45.7% | -39.9% | -2.8% |
| 1Y | +16.0% | +47.3% | -31.2% | +6.3% |
| 3Y | +199.8% | +25.1% | +174.7% | +189.8% |
| All | +199.8% | +25.0% | +174.8% | +189.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling