+240.4%
GS vs BKR
+82.1%
+158.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | +0.2% | +3.9% | -3.7% | -1.4% |
| 3M | -0.3% | -1.1% | +0.7% | -0.2% |
| 6M | +27.4% | +7.6% | +19.7% | +22.3% |
| YTD | +19.6% | +41.9% | -22.2% | +1.3% |
| 1Y | +42.5% | +42.2% | +0.2% | +19.2% |
| 3Y | +240.4% | +84.3% | +156.2% | +149.9% |
| All | +240.4% | +82.1% | +158.3% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling