+186.8%
GS vs BN
+92.4%
+94.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.3% | -4.3% |
| 7D | -6.3% | +5.7% | -12.1% | -9.7% |
| 30D | -3.1% | +12.0% | -15.1% | -10.1% |
| 3M | -17.7% | -6.1% | -11.6% | -14.4% |
| 6M | -4.6% | -8.6% | +4.0% | +0.7% |
| YTD | +0.3% | -8.5% | +8.8% | +5.0% |
| 1Y | +11.7% | -8.4% | +20.1% | +16.7% |
| All | +186.8% | +92.4% | +94.4% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling