+488.8%
GS vs P
+685.9%
-197.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -16.4% | +10.0% | -2.8% |
| 7D | -6.3% | -31.9% | +25.6% | +1.3% |
| 30D | -3.1% | -36.5% | +33.4% | +5.9% |
| 3M | -17.7% | +11.6% | -29.2% | -21.2% |
| 6M | -4.6% | +25.2% | -29.8% | -12.1% |
| YTD | +0.3% | +39.4% | -39.1% | -10.6% |
| 1Y | +11.7% | -3.7% | +15.4% | +6.3% |
| 3Y | +183.6% | +167.3% | +16.3% | +98.5% |
| 5Y | +141.0% | +237.3% | -96.4% | +52.7% |
| All | +488.8% | +685.9% | -197.0% | +195.5% |
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