+639.9%
GS vs BRKR
+155.3%
+484.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | -0.9% | -8.7% | +7.8% | +1.6% |
| 30D | -0.3% | -9.9% | +9.6% | +2.4% |
| 3M | -0.1% | -3.1% | +2.9% | -1.5% |
| 6M | +26.1% | +45.5% | -19.4% | +8.3% |
| YTD | +18.8% | +13.7% | +5.1% | +9.5% |
| 1Y | +33.7% | +67.4% | -33.7% | +8.1% |
| 3Y | +238.9% | -13.2% | +252.1% | +217.2% |
| 5Y | +187.9% | -39.5% | +227.4% | +198.7% |
| All | +639.9% | +155.3% | +484.5% | +373.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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