+642.6%
GS vs BX
+686.2%
-43.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.6% |
| 7D | +3.4% | -2.0% | +5.4% | +4.4% |
| 30D | +0.2% | -2.3% | +2.5% | +1.0% |
| 3M | -0.3% | +18.5% | -18.8% | -9.1% |
| 6M | +27.4% | +23.7% | +3.6% | +12.9% |
| YTD | +19.6% | -10.4% | +30.0% | +23.9% |
| 1Y | +42.5% | -19.6% | +62.0% | +55.0% |
| 3Y | +240.4% | +30.8% | +209.6% | +186.3% |
| 5Y | +188.9% | +24.3% | +164.6% | +130.0% |
| 10Y | +642.6% | +679.5% | -36.9% | +120.5% |
| All | +642.6% | +686.2% | -43.7% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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