+1,809.7%
GS vs BNY
+575.5%
+1,234.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +5.9% | +3.9% | +2.0% | +3.3% |
| 30D | +4.3% | +11.9% | -7.6% | -3.0% |
| 3M | -11.7% | -5.0% | -6.6% | -8.4% |
| 6M | -3.2% | +14.6% | -17.8% | -11.2% |
| YTD | +5.8% | +34.5% | -28.7% | -12.7% |
| 1Y | +16.0% | +40.6% | -24.6% | -7.0% |
| 3Y | +199.8% | +261.7% | -62.0% | +30.8% |
| 5Y | +155.5% | +192.3% | -36.8% | +25.6% |
| 10Y | +452.7% | +324.0% | +128.7% | +110.1% |
| All | +1,809.7% | +575.5% | +1,234.2% | +347.1% |
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