+188.9%
GS vs PBR
+527.8%
-338.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.7% |
| 7D | +3.4% | +2.5% | +0.9% | +3.0% |
| 30D | +0.2% | +19.4% | -19.2% | -2.4% |
| 3M | -0.3% | +20.8% | -21.1% | -3.2% |
| 6M | +27.4% | +23.5% | +3.9% | +22.3% |
| YTD | +19.6% | +83.4% | -63.8% | +7.1% |
| 1Y | +42.5% | +77.6% | -35.1% | +27.8% |
| 3Y | +240.4% | +99.9% | +140.6% | +196.9% |
| 5Y | +188.9% | +567.7% | -378.8% | +88.8% |
| All | +188.9% | +527.8% | -338.9% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling