+486.7%
GS vs BP
+131.5%
+355.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -3.2% | -11.6% | +8.4% | +1.7% |
| 30D | -2.4% | 0.0% | -2.5% | -2.9% |
| 3M | -15.7% | +6.7% | -22.5% | -18.8% |
| 6M | -6.8% | +2.2% | -8.9% | -9.2% |
| YTD | -0.1% | +33.0% | -33.0% | -15.2% |
| 1Y | +12.1% | +30.7% | -18.6% | -4.4% |
| 3Y | +185.8% | +44.2% | +141.6% | +127.8% |
| 5Y | +140.1% | +105.1% | +34.9% | +53.8% |
| All | +486.7% | +131.5% | +355.2% | +236.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling