+457.2%
GS vs BX
+690.2%
-232.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +1.0% |
| 7D | +1.6% | +3.7% | -2.1% | -0.1% |
| 30D | +1.7% | +8.2% | -6.6% | -2.6% |
| 3M | -11.6% | -12.7% | +1.1% | -6.2% |
| 6M | -1.9% | +1.0% | -2.9% | -3.7% |
| YTD | +5.1% | -17.2% | +22.3% | +12.7% |
| 1Y | +16.4% | -11.6% | +28.0% | +20.6% |
| 3Y | +199.0% | +36.8% | +162.2% | +145.8% |
| 5Y | +157.4% | +4.8% | +152.6% | +125.6% |
| 10Y | +457.2% | +672.8% | -215.6% | +67.6% |
| All | +457.2% | +690.2% | -232.9% | +67.6% |
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