+633.1%
GS vs BKR
+126.6%
+506.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | +1.7% |
| 7D | -1.7% | -6.7% | +4.9% | +0.8% |
| 30D | -0.9% | -8.3% | +7.4% | +2.2% |
| 3M | +2.3% | -5.4% | +7.7% | +3.9% |
| 6M | +23.4% | +0.8% | +22.6% | +21.6% |
| YTD | +17.7% | +31.8% | -14.1% | +4.0% |
| 1Y | +35.1% | +28.6% | +6.5% | +19.8% |
| 3Y | +234.9% | +71.2% | +163.7% | +161.6% |
| 5Y | +185.3% | +179.2% | +6.1% | +73.2% |
| All | +633.1% | +126.6% | +506.5% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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