+35.1%
GS vs BNY
+58.4%
-23.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.7% | -1.1% | -0.7% | -0.8% |
| 30D | -0.9% | +1.4% | -2.3% | -2.2% |
| 3M | +2.3% | +16.8% | -14.5% | -10.5% |
| 6M | +23.4% | +42.0% | -18.5% | -8.7% |
| YTD | +17.7% | +41.9% | -24.2% | -13.8% |
| 1Y | +35.1% | +59.2% | -24.1% | -10.4% |
| All | +35.1% | +58.4% | -23.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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