+244.9%
GS vs BX
+40.3%
+204.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | +0.9% | -4.4% | +5.3% | +3.2% |
| 30D | -1.6% | +0.1% | -1.7% | -1.9% |
| 3M | -4.5% | +16.0% | -20.5% | -12.3% |
| 6M | +20.9% | +21.6% | -0.7% | +7.2% |
| YTD | +19.9% | -8.9% | +28.8% | +24.0% |
| 1Y | +41.4% | -16.6% | +58.0% | +52.9% |
| All | +244.9% | +40.3% | +204.6% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling