+478.5%
GS vs BN
+289.4%
+189.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.8% | +0.8% | +2.2% |
| 7D | +0.8% | +3.6% | -2.8% | -1.4% |
| 30D | +1.2% | +15.9% | -14.6% | -8.0% |
| 3M | -12.4% | -2.3% | -10.1% | -11.3% |
| 6M | -2.3% | -8.4% | +6.1% | +2.9% |
| YTD | +4.6% | -5.9% | +10.5% | +7.6% |
| 1Y | +17.5% | -5.6% | +23.1% | +20.5% |
| 3Y | +202.0% | +104.2% | +97.8% | +86.7% |
| 5Y | +152.4% | +35.5% | +116.9% | +96.6% |
| 10Y | +478.5% | +285.2% | +193.3% | +142.4% |
| All | +478.5% | +289.4% | +189.2% | +142.4% |
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