+458.9%
GS vs BN
+281.2%
+177.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.3% |
| 7D | -0.1% | -2.4% | +2.3% | +1.5% |
| 30D | +3.7% | +13.5% | -9.8% | -4.6% |
| 3M | -10.0% | -5.9% | -4.0% | -6.6% |
| 6M | -1.0% | -8.9% | +7.9% | +4.7% |
| YTD | +7.0% | -7.9% | +14.9% | +11.5% |
| 1Y | +16.6% | -8.3% | +24.9% | +21.8% |
| 3Y | +204.4% | +100.8% | +103.6% | +89.5% |
| 5Y | +160.0% | +38.2% | +121.8% | +99.3% |
| 10Y | +458.9% | +302.3% | +156.5% | +131.4% |
| All | +458.9% | +281.2% | +177.6% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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