+141.0%
GS vs BN
+32.5%
+108.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.3% | -4.5% |
| 7D | -6.3% | +5.7% | -12.1% | -9.4% |
| 30D | -3.1% | +12.0% | -15.1% | -9.5% |
| 3M | -17.7% | -6.1% | -11.6% | -14.7% |
| 6M | -4.6% | -8.6% | +4.0% | +0.3% |
| YTD | +0.3% | -8.5% | +8.8% | +4.7% |
| 1Y | +11.7% | -8.4% | +20.1% | +16.4% |
| 3Y | +183.6% | +92.3% | +91.3% | +94.9% |
| 5Y | +141.0% | +31.3% | +109.6% | +95.9% |
| All | +141.0% | +32.5% | +108.5% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling