+2,064.0%
GS vs BKR
+348.4%
+1,715.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.9% | +1.7% | -0.8% | +0.3% |
| 30D | -1.6% | +3.3% | -4.9% | -2.8% |
| 3M | -4.5% | -3.6% | -0.9% | -3.7% |
| 6M | +20.9% | +5.0% | +15.8% | +17.8% |
| YTD | +19.9% | +40.9% | -21.1% | +5.2% |
| 1Y | +41.4% | +39.2% | +2.2% | +24.0% |
| 3Y | +239.2% | +83.7% | +155.4% | +167.1% |
| 5Y | +185.0% | +207.5% | -22.5% | +80.1% |
| 10Y | +655.0% | +136.3% | +518.6% | +370.4% |
| All | +2,064.0% | +348.4% | +1,715.7% | +912.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling