+478.5%
GS vs PM
+228.8%
+249.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.1% | +5.5% |
| 7D | +0.8% | -7.3% | +8.1% | +3.6% |
| 30D | +1.2% | -4.0% | +5.2% | +2.6% |
| 3M | -12.4% | +2.7% | -15.2% | -13.6% |
| 6M | -2.3% | +14.9% | -17.2% | -8.7% |
| YTD | +4.6% | +23.5% | -18.9% | -6.0% |
| 1Y | +17.5% | +30.4% | -12.8% | +3.1% |
| 3Y | +202.0% | +143.2% | +58.8% | +89.5% |
| 5Y | +152.4% | +159.5% | -7.1% | +50.8% |
| 10Y | +478.5% | +234.7% | +243.9% | +232.6% |
| All | +478.5% | +228.8% | +249.8% | +232.6% |
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