+139.3%
GS vs BR
+19.3%
+120.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.2% |
| 7D | -3.2% | +6.5% | -9.7% | -5.3% |
| 30D | -2.4% | +18.9% | -21.3% | -8.1% |
| 3M | -15.7% | +16.3% | -32.0% | -20.3% |
| 6M | -6.8% | +26.2% | -33.0% | -15.1% |
| YTD | -0.1% | -13.1% | +13.0% | +6.8% |
| 1Y | +12.1% | -10.5% | +22.6% | +18.0% |
| 3Y | +185.8% | +13.3% | +172.4% | +167.3% |
| All | +139.3% | +19.3% | +120.1% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling