+185.7%
GS vs BR
+11.2%
+174.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +1.2% |
| 7D | +0.9% | -5.3% | +6.2% | +2.9% |
| 30D | -1.6% | +6.4% | -8.0% | -3.9% |
| 3M | -4.5% | +13.6% | -18.1% | -9.5% |
| 6M | +20.9% | -6.7% | +27.6% | +24.0% |
| YTD | +19.9% | -21.1% | +41.0% | +32.7% |
| 1Y | +41.4% | -29.6% | +71.0% | +65.6% |
| 3Y | +239.2% | -2.4% | +241.5% | +236.5% |
| All | +185.7% | +11.2% | +174.6% | +148.5% |
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