+155.6%
GS vs BX
-0.1%
+155.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.3% |
| 7D | +5.9% | +0.6% | +5.3% | +5.6% |
| 30D | +4.3% | +14.2% | -9.9% | -1.6% |
| 3M | -11.7% | -18.7% | +7.1% | -4.0% |
| 6M | -3.2% | +2.5% | -5.6% | -5.2% |
| YTD | +5.8% | -18.8% | +24.6% | +13.5% |
| 1Y | +16.0% | -10.3% | +26.3% | +19.1% |
| 3Y | +199.8% | +35.4% | +164.4% | +162.7% |
| All | +155.6% | -0.1% | +155.7% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling