+232.7%
GS vs BOXX
+18.4%
+214.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +0.2% | +0.3% | -0.1% | +0.2% |
| 3M | -0.3% | +1.0% | -1.3% | -0.2% |
| 6M | +27.4% | +1.9% | +25.4% | +27.3% |
| YTD | +19.6% | +2.6% | +17.0% | +19.5% |
| 1Y | +42.5% | +4.0% | +38.4% | +42.5% |
| 3Y | +240.4% | +14.6% | +225.8% | +309.8% |
| All | +232.7% | +18.4% | +214.3% | +336.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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