+642.6%
GS vs BR
+183.7%
+458.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.9% |
| 7D | +3.4% | -5.9% | +9.3% | +6.3% |
| 30D | +0.2% | +1.9% | -1.7% | -0.9% |
| 3M | -0.3% | +14.7% | -15.0% | -7.6% |
| 6M | +27.4% | -12.8% | +40.1% | +34.3% |
| YTD | +19.6% | -23.0% | +42.7% | +33.7% |
| 1Y | +42.5% | -31.7% | +74.1% | +69.4% |
| 3Y | +240.4% | -4.8% | +245.2% | +236.5% |
| 5Y | +188.9% | +7.8% | +181.1% | +160.9% |
| 10Y | +642.6% | +184.1% | +458.5% | +380.4% |
| All | +642.6% | +183.7% | +458.8% | +380.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling