+1,249.0%
GS vs PBR
+1,797.5%
-548.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | +0.9% | +8.6% | -7.6% | -1.6% |
| 30D | -1.6% | +12.8% | -14.4% | -5.3% |
| 3M | -4.5% | +14.7% | -19.2% | -8.8% |
| 6M | +20.9% | +25.2% | -4.3% | +11.4% |
| YTD | +19.9% | +77.1% | -57.3% | -0.8% |
| 1Y | +41.4% | +69.6% | -28.2% | +18.1% |
| 3Y | +239.2% | +95.6% | +143.6% | +165.8% |
| 5Y | +185.0% | +501.8% | -316.7% | +48.7% |
| 10Y | +655.0% | +640.6% | +14.4% | +212.3% |
| All | +1,249.0% | +1,797.5% | -548.5% | +265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling