+233.3%
GS vs BOXX
+18.4%
+214.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | -1.6% | +0.4% | -1.9% | -1.5% |
| 3M | -4.5% | +1.0% | -5.5% | -4.4% |
| 6M | +20.9% | +2.0% | +18.9% | +20.8% |
| YTD | +19.9% | +2.6% | +17.3% | +19.7% |
| 1Y | +41.4% | +4.1% | +37.4% | +41.5% |
| 3Y | +239.2% | +14.7% | +224.4% | +312.3% |
| All | +233.3% | +18.4% | +214.9% | +336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling