+436.2%
GS vs BX
+810.0%
-373.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -3.2% | +1.8% | -5.0% | -4.0% |
| 30D | -2.4% | +7.9% | -10.3% | -6.1% |
| 3M | -15.7% | -9.6% | -6.1% | -12.4% |
| 6M | -6.8% | -2.3% | -4.5% | -7.0% |
| YTD | -0.1% | -19.3% | +19.2% | +7.9% |
| 1Y | +12.1% | -13.2% | +25.3% | +16.9% |
| 3Y | +185.8% | +33.8% | +152.0% | +140.3% |
| 5Y | +140.1% | 0.0% | +140.1% | +115.1% |
| 10Y | +505.2% | +685.4% | -180.1% | +102.1% |
| All | +436.2% | +810.0% | -373.8% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling