+186.8%
GS vs BUD
+51.6%
+135.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.8% | -8.2% | -6.6% |
| 7D | -6.3% | +7.1% | -13.5% | -7.3% |
| 30D | -3.1% | +12.7% | -15.8% | -5.0% |
| 3M | -17.7% | 0.0% | -17.7% | -17.7% |
| 6M | -4.6% | +7.6% | -12.1% | -5.9% |
| YTD | +0.3% | +35.0% | -34.7% | -6.0% |
| 1Y | +11.7% | +37.6% | -25.8% | +4.3% |
| All | +186.8% | +51.6% | +135.3% | +146.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling