+199.8%
GS vs BN
+96.7%
+103.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.4% |
| 7D | +5.9% | -1.0% | +6.9% | +6.5% |
| 30D | +4.3% | +14.0% | -9.7% | -4.4% |
| 3M | -11.7% | -9.0% | -2.7% | -6.3% |
| 6M | -3.2% | -8.8% | +5.7% | +2.4% |
| YTD | +5.8% | -10.3% | +16.1% | +12.1% |
| 1Y | +16.0% | -5.8% | +21.8% | +18.9% |
| 3Y | +199.8% | +94.8% | +105.0% | +101.9% |
| All | +199.8% | +96.7% | +103.0% | +101.9% |
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