+1,710.5%
GS vs BP
+181.6%
+1,528.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -5.4% |
| 7D | -6.3% | -11.2% | +4.9% | -1.2% |
| 30D | -3.1% | -0.7% | -2.5% | -3.4% |
| 3M | -17.7% | +9.8% | -27.5% | -22.1% |
| 6M | -4.6% | -1.6% | -3.0% | -5.8% |
| YTD | +0.3% | +33.5% | -33.2% | -16.0% |
| 1Y | +11.7% | +31.7% | -20.0% | -6.1% |
| 3Y | +183.6% | +45.1% | +138.4% | +122.3% |
| 5Y | +141.0% | +105.9% | +35.0% | +52.4% |
| 10Y | +507.4% | +134.4% | +373.0% | +235.8% |
| All | +1,710.5% | +181.6% | +1,528.9% | +742.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling