+448.8%
GS vs BEN
+60.0%
+388.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | -0.2% |
| 7D | +1.6% | +12.1% | -10.6% | -4.8% |
| 30D | +1.7% | +13.4% | -11.7% | -5.3% |
| 3M | -11.6% | +9.4% | -21.0% | -16.0% |
| 6M | -1.9% | +19.3% | -21.2% | -11.2% |
| YTD | +5.1% | +57.3% | -52.2% | -18.9% |
| 1Y | +16.4% | +69.1% | -52.7% | -13.7% |
| 3Y | +199.0% | +85.6% | +113.3% | +104.0% |
| 5Y | +157.4% | +32.9% | +124.5% | +106.2% |
| All | +448.8% | +60.0% | +388.8% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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