+243.0%
GS vs BG
+12.6%
+230.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +0.9% | +2.8% | -1.9% | +0.5% |
| 30D | -1.6% | +12.0% | -13.6% | -3.4% |
| 3M | -4.5% | -7.7% | +3.2% | -3.3% |
| 6M | +20.9% | +4.5% | +16.4% | +19.2% |
| YTD | +19.9% | +35.7% | -15.8% | +11.8% |
| 1Y | +41.4% | +50.1% | -8.7% | +28.3% |
| All | +243.0% | +12.6% | +230.4% | +235.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling