+580.4%
GS vs POET
-47.9%
+628.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.8% | +5.4% | -1.2% |
| 7D | +5.1% | +22.3% | -17.2% | +4.3% |
| 30D | +2.4% | -17.6% | +20.0% | +3.0% |
| 3M | -11.5% | -41.3% | +29.8% | -10.0% |
| 6M | -2.5% | -62.1% | +59.5% | -0.1% |
| YTD | +5.5% | -17.7% | +23.2% | +3.5% |
| 1Y | +11.0% | +3.2% | +7.9% | +8.0% |
| 3Y | +200.1% | +294.7% | -94.6% | +171.6% |
| 5Y | +154.7% | -37.2% | +191.9% | +138.5% |
| 10Y | +450.9% | +126.5% | +324.4% | +388.0% |
| All | +580.4% | -47.9% | +628.3% | +593.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling