+457.2%
GS vs PBR
+499.6%
-42.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.6% | -13.3% | +14.9% | +5.1% |
| 30D | +1.7% | -27.7% | +29.4% | +9.5% |
| 3M | -11.6% | +2.7% | -14.2% | -13.5% |
| 6M | -1.9% | -6.7% | +4.8% | -2.0% |
| YTD | +5.1% | +60.9% | -55.9% | -10.5% |
| 1Y | +16.4% | +46.6% | -30.2% | +1.6% |
| 3Y | +199.0% | +69.1% | +129.9% | +146.1% |
| 5Y | +157.4% | +469.6% | -312.2% | +39.1% |
| 10Y | +457.2% | +523.4% | -66.2% | +152.9% |
| All | +457.2% | +499.6% | -42.4% | +152.9% |
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