+642.6%
GS vs BG
+159.1%
+483.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -1.7% |
| 7D | +3.4% | +2.4% | +1.0% | +2.5% |
| 30D | +0.2% | +15.0% | -14.8% | -4.9% |
| 3M | -0.3% | -0.7% | +0.3% | -0.8% |
| 6M | +27.4% | +7.5% | +19.9% | +22.4% |
| YTD | +19.6% | +41.6% | -22.0% | +3.5% |
| 1Y | +42.5% | +50.7% | -8.2% | +19.4% |
| 3Y | +240.4% | +20.3% | +220.2% | +204.9% |
| 5Y | +188.9% | +85.2% | +103.7% | +107.5% |
| 10Y | +642.6% | +160.6% | +481.9% | +307.6% |
| All | +642.6% | +159.1% | +483.5% | +307.6% |
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