+141.0%
GS vs PINS
-55.2%
+196.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.7% | +0.4% | -5.2% |
| 7D | -6.3% | -0.7% | -5.7% | -6.2% |
| 30D | -3.1% | -1.2% | -1.9% | -3.0% |
| 3M | -17.7% | -15.3% | -2.4% | -15.7% |
| 6M | -4.6% | -11.2% | +6.6% | -3.6% |
| YTD | +0.3% | -23.6% | +23.9% | +3.1% |
| 1Y | +11.7% | -23.1% | +34.9% | +14.7% |
| 3Y | +183.6% | -36.0% | +219.6% | +190.9% |
| 5Y | +141.0% | -57.2% | +198.1% | +132.7% |
| All | +141.0% | -55.2% | +196.1% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling