+851.8%
GS vs BUD
+201.1%
+650.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | +0.3% | +0.7% | +0.8% |
| 30D | -1.6% | -5.7% | +4.1% | +0.9% |
| 3M | -4.5% | +3.1% | -7.6% | -6.3% |
| 6M | +20.9% | +7.9% | +13.0% | +15.9% |
| YTD | +19.9% | +27.3% | -7.4% | +6.0% |
| 1Y | +41.4% | +37.8% | +3.6% | +20.1% |
| 3Y | +239.2% | +49.8% | +189.3% | +169.8% |
| 5Y | +185.0% | +43.8% | +141.2% | +126.6% |
| 10Y | +655.0% | -22.6% | +677.6% | +632.6% |
| All | +851.8% | +201.1% | +650.7% | +387.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling