+2,064.0%
GS vs BDX
+856.3%
+1,207.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +0.9% | -2.5% | +3.5% | +2.0% |
| 30D | -1.6% | +8.3% | -9.8% | -4.8% |
| 3M | -4.5% | +24.4% | -28.9% | -13.4% |
| 6M | +20.9% | +9.2% | +11.7% | +15.3% |
| YTD | +19.9% | +22.7% | -2.8% | +8.7% |
| 1Y | +41.4% | +25.9% | +15.5% | +26.6% |
| 3Y | +239.2% | -10.5% | +249.6% | +242.7% |
| 5Y | +185.0% | +1.9% | +183.1% | +169.1% |
| 10Y | +655.0% | +58.7% | +596.3% | +465.4% |
| All | +2,064.0% | +856.3% | +1,207.7% | +782.5% |
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