+437.1%
GS vs BG
+107.5%
+329.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +5.1% | +1.5% | +3.7% | +4.6% |
| 30D | +2.4% | -7.0% | +9.5% | +4.9% |
| 3M | -11.5% | -10.0% | -1.5% | -8.8% |
| 6M | -2.5% | -19.8% | +17.3% | +4.0% |
| YTD | +5.5% | +14.3% | -8.8% | -2.3% |
| 1Y | +11.0% | +6.5% | +4.6% | +5.5% |
| 3Y | +200.1% | +4.4% | +195.7% | +179.8% |
| 5Y | +154.7% | +20.2% | +134.5% | +115.5% |
| All | +437.1% | +107.5% | +329.6% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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