+452.7%
GS vs BR
+263.0%
+189.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.5% |
| 7D | -3.2% | +6.5% | -9.7% | -6.0% |
| 30D | -2.4% | +18.9% | -21.3% | -10.1% |
| 3M | -15.7% | +16.3% | -32.0% | -21.9% |
| 6M | -6.8% | +26.2% | -33.0% | -17.9% |
| YTD | -0.1% | -13.1% | +13.0% | +5.3% |
| 1Y | +12.1% | -10.5% | +22.6% | +16.2% |
| 3Y | +185.8% | +13.3% | +172.4% | +158.4% |
| 5Y | +140.1% | +19.9% | +120.2% | +105.6% |
| All | +452.7% | +263.0% | +189.8% | +215.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling