+486.7%
GS vs BN
+271.1%
+215.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | -3.2% | +5.3% | -8.6% | -6.5% |
| 30D | -2.4% | +11.9% | -14.3% | -9.3% |
| 3M | -15.7% | -5.7% | -10.0% | -12.7% |
| 6M | -6.8% | -10.6% | +3.8% | -0.3% |
| YTD | -0.1% | -9.4% | +9.3% | +5.2% |
| 1Y | +12.1% | -8.8% | +20.9% | +17.4% |
| 3Y | +185.8% | +95.6% | +90.1% | +81.6% |
| 5Y | +140.1% | +30.2% | +109.9% | +92.0% |
| All | +486.7% | +271.1% | +215.6% | +153.3% |
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