+486.7%
GS vs P
+713.7%
-227.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.1% |
| 7D | -3.2% | -23.8% | +20.6% | +2.2% |
| 30D | -2.4% | -36.6% | +34.2% | +6.8% |
| 3M | -15.7% | +10.9% | -26.6% | -19.2% |
| 6M | -6.8% | +30.0% | -36.8% | -14.9% |
| YTD | -0.1% | +44.4% | -44.4% | -11.6% |
| 1Y | +12.1% | +3.9% | +8.2% | +4.9% |
| 3Y | +185.8% | +176.6% | +9.2% | +98.6% |
| 5Y | +140.1% | +249.3% | -109.2% | +51.0% |
| All | +486.7% | +713.7% | -227.0% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling