+139.3%
GS vs BEN
+19.4%
+119.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -3.0% |
| 7D | -3.2% | +6.6% | -9.8% | -6.6% |
| 30D | -2.4% | +3.8% | -6.3% | -4.5% |
| 3M | -15.7% | +0.2% | -16.0% | -15.9% |
| 6M | -6.8% | +10.4% | -17.2% | -11.8% |
| YTD | -0.1% | +46.2% | -46.2% | -19.1% |
| 1Y | +12.1% | +52.3% | -40.2% | -11.3% |
| 3Y | +185.8% | +65.9% | +119.8% | +108.8% |
| All | +139.3% | +19.4% | +119.9% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling