+650.5%
GS vs PBR
+648.5%
+2.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -0.1% | +17.5% | -17.6% | -4.3% |
| 3M | +0.2% | +20.9% | -20.7% | -5.1% |
| 6M | +24.8% | +20.2% | +4.6% | +17.3% |
| YTD | +18.8% | +84.3% | -65.5% | -0.9% |
| 1Y | +37.3% | +77.1% | -39.8% | +15.4% |
| 3Y | +237.9% | +100.8% | +137.1% | +169.2% |
| 5Y | +187.0% | +556.1% | -369.1% | +52.0% |
| 10Y | +650.5% | +676.1% | -25.5% | +219.5% |
| All | +650.5% | +648.5% | +2.0% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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