+438.8%
GS vs PH
+700.2%
-261.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +5.9% | +4.3% | +1.5% | +3.2% |
| 30D | +4.3% | +0.1% | +4.2% | +3.9% |
| 3M | -11.7% | -9.4% | -2.3% | -6.6% |
| 6M | -3.2% | +8.8% | -11.9% | -9.1% |
| YTD | +5.8% | +9.6% | -3.8% | -1.6% |
| 1Y | +16.0% | +14.4% | +1.6% | +5.1% |
| 3Y | +199.8% | +134.5% | +65.2% | +72.1% |
| 5Y | +155.5% | +204.4% | -48.9% | +21.2% |
| All | +438.8% | +700.2% | -261.4% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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