+478.5%
GS vs BG
+95.6%
+382.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +3.9% |
| 7D | +0.8% | +7.4% | -6.6% | -1.6% |
| 30D | +1.2% | -1.5% | +2.7% | +1.5% |
| 3M | -12.4% | -6.1% | -6.3% | -11.1% |
| 6M | -2.3% | -18.0% | +15.7% | +3.4% |
| YTD | +4.6% | +15.6% | -11.0% | -3.4% |
| 1Y | +17.5% | +9.6% | +8.0% | +10.5% |
| 3Y | +202.0% | +6.3% | +195.8% | +179.9% |
| 5Y | +152.4% | +24.6% | +127.8% | +110.7% |
| 10Y | +478.5% | +98.1% | +380.4% | +232.7% |
| All | +478.5% | +95.6% | +382.9% | +232.7% |
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