+187.0%
GS vs BNY
+252.4%
-65.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +2.4% | +0.3% | +2.1% | +2.2% |
| 30D | -0.1% | +1.9% | -2.0% | -1.6% |
| 3M | +0.2% | +13.9% | -13.7% | -9.3% |
| 6M | +24.8% | +42.3% | -17.5% | -4.6% |
| YTD | +18.8% | +41.8% | -23.1% | -9.1% |
| 1Y | +37.3% | +57.9% | -20.6% | -3.1% |
| 3Y | +237.9% | +290.7% | -52.8% | +28.2% |
| 5Y | +187.0% | +252.3% | -65.2% | +9.8% |
| All | +187.0% | +252.4% | -65.4% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling