+187.9%
GS vs PL
+16.0%
+171.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -10.1% | +3.8% | -5.2% |
| 7D | -6.3% | -20.5% | +14.2% | -3.9% |
| 30D | -3.1% | -38.8% | +35.6% | +2.2% |
| 3M | -17.7% | -49.1% | +31.5% | -11.5% |
| 6M | -4.6% | -69.4% | +64.8% | +7.3% |
| YTD | +0.3% | -42.3% | +42.6% | +3.1% |
| 1Y | +11.7% | -14.2% | +25.9% | +8.7% |
| 3Y | +183.6% | +398.7% | -215.1% | +108.6% |
| 5Y | +141.0% | +11.1% | +129.8% | +88.1% |
| All | +187.9% | +16.0% | +171.9% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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