+12.1%
GS vs BUD
+36.0%
-23.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -3.2% | +4.5% | -7.7% | -3.3% |
| 30D | -2.4% | +12.5% | -14.9% | -3.0% |
| 3M | -15.7% | 0.0% | -15.7% | -15.8% |
| 6M | -6.8% | +3.8% | -10.6% | -6.9% |
| YTD | -0.1% | +33.1% | -33.1% | -3.8% |
| 1Y | +12.1% | +35.5% | -23.4% | +7.3% |
| All | +12.1% | +36.0% | -23.9% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling