+185.7%
GS vs PL
+82.7%
+103.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | +0.9% | -9.3% | +10.2% | +2.0% |
| 30D | -1.6% | -18.9% | +17.4% | +0.7% |
| 3M | -4.5% | -58.4% | +53.9% | +4.3% |
| 6M | +20.9% | -30.3% | +51.2% | +22.7% |
| YTD | +19.9% | -8.1% | +28.0% | +17.2% |
| 1Y | +41.4% | +180.5% | -139.1% | +18.6% |
| 3Y | +239.2% | +444.1% | -205.0% | +145.5% |
| All | +185.7% | +82.7% | +103.1% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling