+486.7%
GS vs BUD
-9.0%
+495.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -3.2% | +4.5% | -7.7% | -5.0% |
| 30D | -2.4% | +12.5% | -14.9% | -7.4% |
| 3M | -15.7% | 0.0% | -15.7% | -16.2% |
| 6M | -6.8% | +3.8% | -10.6% | -9.1% |
| YTD | -0.1% | +33.1% | -33.1% | -13.1% |
| 1Y | +12.1% | +35.5% | -23.4% | -3.5% |
| 3Y | +185.8% | +49.4% | +136.4% | +129.3% |
| 5Y | +140.1% | +48.0% | +92.0% | +89.8% |
| All | +486.7% | -9.0% | +495.7% | +362.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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