+199.0%
GS vs BKR
+47.7%
+151.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.8% |
| 7D | +1.6% | -9.1% | +10.7% | +5.0% |
| 30D | +1.7% | -15.3% | +17.0% | +7.4% |
| 3M | -11.6% | -25.1% | +13.5% | -2.4% |
| 6M | -1.9% | -24.6% | +22.7% | +7.7% |
| YTD | +5.1% | +6.5% | -1.5% | -2.1% |
| 1Y | +16.4% | -0.6% | +17.0% | +11.5% |
| 3Y | +199.0% | +48.0% | +150.9% | +137.6% |
| All | +199.0% | +47.7% | +151.3% | +137.6% |
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