+438.8%
GS vs POET
+133.2%
+305.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.4% |
| 7D | +5.9% | +1.2% | +4.7% | +5.8% |
| 30D | +4.3% | -12.2% | +16.5% | +4.9% |
| 3M | -11.7% | -42.4% | +30.8% | -9.1% |
| 6M | -3.2% | -64.3% | +61.1% | +1.1% |
| YTD | +5.8% | -19.0% | +24.8% | +2.3% |
| 1Y | +16.0% | +9.1% | +6.9% | +9.9% |
| 3Y | +199.8% | +297.7% | -97.9% | +149.8% |
| 5Y | +155.5% | -38.2% | +193.7% | +128.4% |
| All | +438.8% | +133.2% | +305.7% | +365.9% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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