+688.4%
GS vs PM
+841.2%
-152.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.6% | -1.7% | -4.0% |
| 7D | -6.3% | -3.4% | -3.0% | -4.6% |
| 30D | -3.1% | +5.8% | -9.0% | -6.1% |
| 3M | -17.7% | +6.7% | -24.3% | -20.8% |
| 6M | -4.6% | +19.9% | -24.4% | -15.1% |
| YTD | +0.3% | +27.8% | -27.5% | -15.1% |
| 1Y | +11.7% | +39.4% | -27.7% | -10.2% |
| 3Y | +183.6% | +146.9% | +36.7% | +54.3% |
| 5Y | +141.0% | +166.6% | -25.7% | +22.2% |
| 10Y | +507.4% | +242.1% | +265.4% | +141.9% |
| All | +688.4% | +841.2% | -152.8% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling