+478.5%
GS vs BX
+700.3%
-221.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.8% | +0.9% | +2.8% |
| 7D | +0.8% | +3.3% | -2.4% | -0.7% |
| 30D | +1.2% | +9.6% | -8.4% | -3.6% |
| 3M | -12.4% | -8.7% | -3.7% | -9.1% |
| 6M | -2.3% | +2.2% | -4.5% | -4.7% |
| YTD | +4.6% | -16.2% | +20.8% | +11.5% |
| 1Y | +17.5% | -11.5% | +29.0% | +21.7% |
| 3Y | +202.0% | +41.0% | +161.0% | +144.6% |
| 5Y | +152.4% | +1.1% | +151.3% | +125.9% |
| 10Y | +478.5% | +710.1% | -231.6% | +67.6% |
| All | +478.5% | +700.3% | -221.8% | +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