+2,064.0%
GS vs BEN
+449.7%
+1,614.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.5% | -2.3% |
| 7D | +0.9% | +0.2% | +0.7% | +0.7% |
| 30D | -1.6% | -0.5% | -1.0% | -1.3% |
| 3M | -4.5% | +9.7% | -14.2% | -10.3% |
| 6M | +20.9% | +33.9% | -13.0% | -1.1% |
| YTD | +19.9% | +49.0% | -29.1% | -8.7% |
| 1Y | +41.4% | +42.1% | -0.7% | +10.5% |
| 3Y | +239.2% | +51.9% | +187.3% | +144.6% |
| 5Y | +185.0% | +39.0% | +146.0% | +107.1% |
| 10Y | +655.0% | +57.9% | +597.1% | +350.9% |
| All | +2,064.0% | +449.7% | +1,614.3% | +351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling