+2,064.0%
GS vs PH
+4,463.0%
-2,399.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| 6M | +20.9% | -2.1% | +23.0% | +21.3% |
| YTD | +19.9% | +10.2% | +9.7% | +12.1% |
| 1Y | +41.4% | +28.2% | +13.2% | +20.3% |
| 3Y | +239.2% | +134.9% | +104.3% | +99.6% |
| 5Y | +185.0% | +253.6% | -68.6% | +28.9% |
| 10Y | +655.0% | +804.7% | -149.8% | +86.5% |
| All | +2,064.0% | +4,463.0% | -2,399.0% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling