+154.7%
GS vs BN
+36.7%
+118.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | +5.1% | -0.3% | +5.4% | +5.3% |
| 30D | +2.4% | +13.6% | -11.1% | -5.1% |
| 3M | -11.5% | -6.7% | -4.8% | -8.0% |
| 6M | -2.5% | -9.0% | +6.5% | +2.7% |
| YTD | +5.5% | -8.8% | +14.2% | +10.3% |
| 1Y | +11.0% | -10.6% | +21.7% | +17.4% |
| 3Y | +200.1% | +98.8% | +101.3% | +102.5% |
| 5Y | +154.7% | +33.6% | +121.1% | +107.4% |
| All | +154.7% | +36.7% | +118.0% | +107.4% |
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