+1,704.0%
GS vs BDX
+1,003.2%
+700.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -3.2% | +7.1% | -10.3% | -5.9% |
| 30D | -2.4% | +17.6% | -20.0% | -8.7% |
| 3M | -15.7% | +20.4% | -36.1% | -22.1% |
| 6M | -6.8% | +48.3% | -55.0% | -21.8% |
| YTD | -0.1% | +41.6% | -41.6% | -14.7% |
| 1Y | +12.1% | +55.7% | -43.6% | -8.1% |
| 3Y | +185.8% | +10.6% | +175.2% | +164.0% |
| 5Y | +140.1% | +24.0% | +116.1% | +108.9% |
| 10Y | +505.2% | +84.8% | +420.4% | +325.3% |
| All | +1,704.0% | +1,003.2% | +700.8% | +592.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling