+2,064.0%
GS vs BP
+176.0%
+1,888.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | +0.9% | +3.9% | -3.0% | -1.0% |
| 30D | -1.6% | +7.6% | -9.2% | -5.3% |
| 3M | -4.5% | +0.7% | -5.2% | -5.8% |
| 6M | +20.9% | +15.5% | +5.4% | +10.2% |
| YTD | +19.9% | +30.8% | -10.9% | +2.2% |
| 1Y | +41.4% | +34.3% | +7.1% | +18.3% |
| 3Y | +239.2% | +35.1% | +204.1% | +176.4% |
| 5Y | +185.0% | +126.8% | +58.2% | +72.3% |
| 10Y | +655.0% | +123.4% | +531.6% | +330.0% |
| All | +2,064.0% | +176.0% | +1,888.0% | +924.6% |
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 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