+12.1%
GS vs BP
+31.5%
-19.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.2% | -11.6% | +8.4% | -5.1% |
| 30D | -2.4% | 0.0% | -2.5% | -2.4% |
| 3M | -15.7% | +6.7% | -22.5% | -14.7% |
| 6M | -6.8% | +2.2% | -8.9% | -6.5% |
| YTD | -0.1% | +33.0% | -33.0% | +1.2% |
| 1Y | +12.1% | +30.7% | -18.6% | +13.5% |
| All | +12.1% | +31.5% | -19.4% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling