+437.1%
GS vs BKR
+54.5%
+382.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | +5.1% | +6.3% | -1.1% | +2.7% |
| 30D | +2.4% | -13.0% | +15.5% | +7.4% |
| 3M | -11.5% | -23.6% | +12.1% | -2.7% |
| 6M | -2.5% | -24.5% | +22.0% | +7.1% |
| YTD | +5.5% | +9.0% | -3.5% | -0.6% |
| 1Y | +11.0% | +4.4% | +6.6% | +6.3% |
| 3Y | +200.1% | +51.4% | +148.7% | +143.7% |
| 5Y | +154.7% | +124.4% | +30.3% | +66.5% |
| All | +437.1% | +54.5% | +382.6% | +188.5% |
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