+654.3%
GS vs BP
+123.0%
+531.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | +0.9% | +3.9% | -3.0% | -0.8% |
| 30D | -1.6% | +7.6% | -9.2% | -4.9% |
| 3M | -4.5% | +0.7% | -5.2% | -5.6% |
| 6M | +20.9% | +15.5% | +5.4% | +10.9% |
| YTD | +19.9% | +30.8% | -10.9% | +3.2% |
| 1Y | +41.4% | +34.3% | +7.1% | +19.5% |
| 3Y | +239.2% | +35.1% | +204.1% | +179.6% |
| 5Y | +185.0% | +126.8% | +58.2% | +73.5% |
| All | +654.3% | +123.0% | +531.3% | +335.1% |
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