+194.2%
GS vs BOXX
+19.3%
+174.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +4.3% | +0.4% | +3.9% | +4.1% |
| 3M | -11.7% | +1.0% | -12.7% | -12.0% |
| 6M | -3.2% | +2.0% | -5.2% | -3.5% |
| YTD | +5.8% | +3.4% | +2.4% | +5.2% |
| 1Y | +16.0% | +4.1% | +11.9% | +15.5% |
| 3Y | +199.8% | +14.4% | +185.4% | +239.1% |
| All | +194.2% | +19.3% | +174.9% | +284.0% |
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 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