+185.7%
GS vs PH
+254.3%
-68.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.9% | -3.1% | +4.0% | +2.8% |
| 30D | -1.6% | -3.2% | +1.7% | -0.1% |
| 3M | -4.5% | +10.6% | -15.1% | -10.7% |
| 6M | +20.9% | -2.1% | +23.0% | +21.3% |
| YTD | +19.9% | +10.2% | +9.7% | +11.8% |
| 1Y | +41.4% | +28.2% | +13.2% | +19.6% |
| 3Y | +239.2% | +134.9% | +104.3% | +101.7% |
| All | +185.7% | +254.3% | -68.6% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling