+199.8%
GS vs BEN
+86.4%
+113.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +5.9% | +6.8% | -0.9% | +2.0% |
| 30D | +4.3% | +18.0% | -13.7% | -4.9% |
| 3M | -11.7% | +7.5% | -19.1% | -15.2% |
| 6M | -3.2% | +14.7% | -17.9% | -10.4% |
| YTD | +5.8% | +56.1% | -50.3% | -17.3% |
| 1Y | +16.0% | +69.6% | -53.6% | -13.3% |
| 3Y | +199.8% | +87.7% | +112.1% | +105.9% |
| All | +199.8% | +86.4% | +113.4% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling