+696.3%
GS vs BUD
+219.3%
+477.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.8% | -8.2% | -7.2% |
| 7D | -6.3% | +7.1% | -13.5% | -9.2% |
| 30D | -3.1% | +12.7% | -15.8% | -8.4% |
| 3M | -17.7% | 0.0% | -17.7% | -18.1% |
| 6M | -4.6% | +7.6% | -12.1% | -8.6% |
| YTD | +0.3% | +35.0% | -34.7% | -14.0% |
| 1Y | +11.7% | +37.6% | -25.8% | -5.1% |
| 3Y | +183.6% | +51.5% | +132.0% | +124.1% |
| 5Y | +141.0% | +50.2% | +90.7% | +87.8% |
| 10Y | +507.4% | -7.2% | +514.7% | +439.1% |
| All | +696.3% | +219.3% | +477.0% | +295.3% |
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 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