+542.9%
GS vs P
+557.5%
-14.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.0% | +8.6% | +4.6% |
| 7D | +0.3% | -19.4% | +19.7% | +4.6% |
| 30D | +3.9% | -22.3% | +26.2% | +8.7% |
| 3M | -11.4% | +33.2% | -44.6% | -18.0% |
| 6M | +3.7% | +53.6% | -49.9% | -8.0% |
| YTD | +7.1% | +66.8% | -59.7% | -7.2% |
| 1Y | +19.7% | +17.5% | +2.1% | +9.7% |
| 3Y | +202.8% | +219.7% | -16.9% | +109.8% |
| 5Y | +156.7% | +307.8% | -151.1% | +62.1% |
| 10Y | +548.7% | +855.3% | -306.6% | +221.8% |
| All | +542.9% | +557.5% | -14.5% | +222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling