+187.0%
GS vs POET
-4.8%
+191.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.5% |
| 7D | +2.4% | +9.7% | -7.3% | +1.8% |
| 30D | -0.1% | -6.5% | +6.5% | +0.2% |
| 3M | +0.2% | -25.7% | +25.9% | +1.4% |
| 6M | +24.8% | +19.6% | +5.2% | +18.3% |
| YTD | +18.8% | +26.4% | -7.6% | +11.7% |
| 1Y | +37.3% | +50.1% | -12.8% | +26.4% |
| 3Y | +237.9% | +127.9% | +110.0% | +190.6% |
| 5Y | +187.0% | -5.9% | +192.9% | +155.8% |
| All | +187.0% | -4.8% | +191.8% | +155.8% |
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