+155.4%
GS vs POET
-33.3%
+188.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.1% | +0.7% |
| 7D | +1.6% | -0.4% | +2.0% | +1.5% |
| 30D | +1.7% | -27.3% | +28.9% | +3.5% |
| 3M | -11.6% | -40.8% | +29.2% | -9.0% |
| 6M | -1.9% | -53.7% | +51.8% | +1.0% |
| YTD | +5.1% | -19.9% | +25.0% | +1.6% |
| 1Y | +16.4% | -4.0% | +20.4% | +10.9% |
| 3Y | +199.0% | +284.1% | -85.1% | +154.2% |
| All | +155.4% | -33.3% | +188.7% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling