+1,710.5%
GS vs PH
+4,129.8%
-2,419.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -5.2% |
| 7D | -6.3% | -3.9% | -2.4% | -4.2% |
| 30D | -3.1% | -9.4% | +6.3% | +2.3% |
| 3M | -17.7% | -10.3% | -7.3% | -12.9% |
| 6M | -4.6% | +2.7% | -7.2% | -7.0% |
| YTD | +0.3% | +2.1% | -1.8% | -2.3% |
| 1Y | +11.7% | +16.2% | -4.5% | +0.5% |
| 3Y | +183.6% | +129.3% | +54.3% | +69.7% |
| 5Y | +141.0% | +191.7% | -50.8% | +22.2% |
| 10Y | +507.4% | +759.2% | -251.8% | +54.4% |
| All | +1,710.5% | +4,129.8% | -2,419.2% | +72.0% |
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