+1,024.6%
GS vs PBR
+1,647.6%
-623.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +0.1% |
| 7D | -3.2% | -16.0% | +12.8% | +1.6% |
| 30D | -2.4% | -22.8% | +20.3% | +4.3% |
| 3M | -15.7% | +3.0% | -18.7% | -17.7% |
| 6M | -6.8% | -8.1% | +1.3% | -6.3% |
| YTD | -0.1% | +63.1% | -63.2% | -16.3% |
| 1Y | +12.1% | +59.3% | -47.2% | -5.7% |
| 3Y | +185.8% | +66.1% | +119.7% | +132.7% |
| 5Y | +140.1% | +495.8% | -355.7% | +24.7% |
| 10Y | +505.2% | +514.7% | -9.4% | +162.9% |
| All | +1,024.6% | +1,647.6% | -623.0% | +208.1% |
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