+15.9%
GS vs BN
-6.6%
+22.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.8% | +0.8% | +2.3% |
| 7D | +0.8% | +3.6% | -2.8% | -1.2% |
| 30D | +1.2% | +15.9% | -14.6% | -7.3% |
| 3M | -12.4% | -2.3% | -10.1% | -11.3% |
| 6M | -2.3% | -8.4% | +6.1% | +2.4% |
| YTD | +4.6% | -5.9% | +10.5% | +6.3% |
| All | +15.9% | -6.6% | +22.6% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling