+152.4%
GS vs PM
+160.6%
-8.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.1% | +5.0% |
| 7D | +0.8% | -7.3% | +8.1% | +2.0% |
| 30D | +1.2% | -4.0% | +5.2% | +1.8% |
| 3M | -12.4% | +2.7% | -15.2% | -12.8% |
| 6M | -2.3% | +14.9% | -17.2% | -5.4% |
| YTD | +4.6% | +23.5% | -18.9% | -1.0% |
| 1Y | +17.5% | +30.4% | -12.8% | +9.6% |
| 3Y | +202.0% | +143.2% | +58.8% | +114.1% |
| 5Y | +152.4% | +159.5% | -7.1% | +71.9% |
| All | +152.4% | +160.6% | -8.2% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling