+2,064.0%
GS vs BNY
+622.1%
+1,442.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +0.9% | +1.4% | -0.5% | 0.0% |
| 30D | -1.6% | +3.8% | -5.4% | -4.0% |
| 3M | -4.5% | +14.9% | -19.4% | -12.7% |
| 6M | +20.9% | +40.3% | -19.5% | -3.1% |
| YTD | +19.9% | +43.8% | -23.9% | -5.5% |
| 1Y | +41.4% | +58.9% | -17.5% | +4.5% |
| 3Y | +239.2% | +290.4% | -51.3% | +40.4% |
| 5Y | +185.0% | +250.1% | -65.0% | +24.3% |
| 10Y | +655.0% | +410.7% | +244.2% | +154.5% |
| All | +2,064.0% | +622.1% | +1,442.0% | +384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling