+199.8%
GS vs BR
+14.9%
+184.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +5.9% | +1.1% | +4.8% | +5.6% |
| 30D | +4.3% | +14.4% | -10.1% | +1.1% |
| 3M | -11.7% | +12.4% | -24.1% | -14.1% |
| 6M | -3.2% | +35.4% | -38.6% | -11.0% |
| YTD | +5.8% | -12.2% | +18.0% | +16.5% |
| 1Y | +16.0% | -12.7% | +28.8% | +28.2% |
| 3Y | +199.8% | +14.3% | +185.5% | +187.9% |
| All | +199.8% | +14.9% | +184.8% | +187.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling