+240.4%
GS vs POET
+130.8%
+109.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.5% |
| 7D | +3.4% | +17.0% | -13.7% | +2.3% |
| 30D | +0.2% | -6.7% | +6.9% | +0.5% |
| 3M | -0.3% | -32.3% | +32.0% | +1.3% |
| 6M | +27.4% | +32.3% | -5.0% | +20.1% |
| YTD | +19.6% | +31.3% | -11.6% | +12.4% |
| 1Y | +42.5% | +55.3% | -12.9% | +31.1% |
| 3Y | +240.4% | +136.8% | +103.7% | +200.6% |
| All | +240.4% | +130.8% | +109.6% | +200.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling