+42.5%
GS vs BX
-18.3%
+60.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +3.4% | -2.0% | +5.4% | +4.1% |
| 30D | +0.2% | -2.3% | +2.5% | +0.8% |
| 3M | -0.3% | +18.5% | -18.8% | -7.3% |
| 6M | +27.4% | +23.7% | +3.6% | +15.7% |
| YTD | +19.6% | -10.4% | +30.0% | +23.4% |
| 1Y | +42.5% | -19.6% | +62.0% | +53.0% |
| All | +42.5% | -18.3% | +60.8% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling