+35.1%
GS vs POET
+43.4%
-8.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | -0.5% |
| 7D | -1.7% | +3.7% | -5.4% | -2.1% |
| 30D | -0.9% | -11.5% | +10.6% | -0.2% |
| 3M | +2.3% | -30.8% | +33.1% | +4.0% |
| 6M | +23.4% | +8.6% | +14.9% | +15.9% |
| YTD | +17.7% | +20.1% | -2.4% | +8.7% |
| 1Y | +35.1% | +35.7% | -0.6% | +27.3% |
| All | +35.1% | +43.4% | -8.3% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling