+468.5%
GS vs BR
+1,465.0%
-996.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.7% |
| 7D | -3.2% | +6.5% | -9.7% | -6.8% |
| 30D | -2.4% | +18.9% | -21.3% | -12.1% |
| 3M | -15.7% | +16.3% | -32.0% | -23.6% |
| 6M | -6.8% | +26.2% | -33.0% | -20.8% |
| YTD | -0.1% | -13.1% | +13.0% | +4.6% |
| 1Y | +12.1% | -10.5% | +22.6% | +15.1% |
| 3Y | +185.8% | +13.3% | +172.4% | +150.2% |
| 5Y | +140.1% | +19.9% | +120.2% | +97.1% |
| 10Y | +505.2% | +254.2% | +251.0% | +129.4% |
| All | +468.5% | +1,465.0% | -996.5% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling