+243.0%
GS vs PM
+117.4%
+125.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.1% |
| 7D | +0.9% | -4.9% | +5.8% | +1.0% |
| 30D | -1.6% | -3.4% | +1.8% | -1.5% |
| 3M | -4.5% | +5.2% | -9.7% | -5.0% |
| 6M | +20.9% | +3.7% | +17.2% | +20.1% |
| YTD | +19.9% | +15.8% | +4.1% | +17.4% |
| 1Y | +41.4% | +17.4% | +24.0% | +38.2% |
| All | +243.0% | +117.4% | +125.5% | +162.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling