+486.7%
GS vs PM
+235.7%
+251.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -3.2% | -5.2% | +2.0% | -1.3% |
| 30D | -2.4% | +2.7% | -5.1% | -3.4% |
| 3M | -15.7% | +6.1% | -21.9% | -17.8% |
| 6M | -6.8% | +18.0% | -24.8% | -13.6% |
| YTD | -0.1% | +26.6% | -26.6% | -10.8% |
| 1Y | +12.1% | +36.7% | -24.6% | -3.3% |
| 3Y | +185.8% | +146.0% | +39.8% | +80.1% |
| 5Y | +140.1% | +164.1% | -24.0% | +43.8% |
| All | +486.7% | +235.7% | +251.0% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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