+185.7%
GS vs BX
+26.0%
+159.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | +0.9% | -4.4% | +5.3% | +2.8% |
| 30D | -1.6% | +0.1% | -1.7% | -1.8% |
| 3M | -4.5% | +16.0% | -20.5% | -10.9% |
| 6M | +20.9% | +21.6% | -0.7% | +9.8% |
| YTD | +19.9% | -8.9% | +28.8% | +22.9% |
| 1Y | +41.4% | -16.6% | +58.0% | +49.9% |
| 3Y | +239.2% | +43.3% | +195.8% | +189.6% |
| All | +185.7% | +26.0% | +159.7% | +138.9% |
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