+425.8%
GS vs PINS
-20.2%
+446.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +1.6% | -6.9% | +8.5% | +2.8% |
| 30D | +1.7% | -11.4% | +13.1% | +3.6% |
| 3M | -11.6% | -22.2% | +10.7% | -8.2% |
| 6M | -1.9% | -10.9% | +9.0% | -1.0% |
| YTD | +5.1% | -26.8% | +31.9% | +8.7% |
| 1Y | +16.4% | -29.8% | +46.3% | +21.2% |
| 3Y | +199.0% | -39.0% | +238.0% | +209.4% |
| 5Y | +157.4% | -58.7% | +216.1% | +167.0% |
| All | +425.8% | -20.2% | +446.0% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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