+914.0%
GS vs PBF
+294.5%
+619.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.7% | +10.2% | +4.7% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | +3.9% | -13.7% | +17.6% | +6.0% |
| 3M | -11.4% | +10.6% | -22.1% | -14.0% |
| 6M | +3.7% | +61.2% | -57.5% | -6.7% |
| YTD | +7.1% | +172.7% | -165.6% | -14.4% |
| 1Y | +19.7% | +111.0% | -91.4% | -0.2% |
| 3Y | +202.8% | +73.6% | +129.3% | +150.4% |
| 5Y | +156.7% | +479.7% | -322.9% | +55.5% |
| 10Y | +548.7% | +312.9% | +235.8% | +235.6% |
| All | +914.0% | +294.5% | +619.5% | +411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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