+41.4%
GS vs PPG
+5.2%
+36.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | +0.9% | -1.5% | +2.4% | +1.5% |
| 30D | -1.6% | -5.0% | +3.4% | +0.3% |
| 3M | -4.5% | +1.1% | -5.6% | -5.3% |
| 6M | +20.9% | -3.2% | +24.0% | +19.6% |
| YTD | +19.9% | +11.9% | +8.0% | +14.0% |
| 1Y | +41.4% | +5.3% | +36.1% | +35.2% |
| All | +41.4% | +5.2% | +36.2% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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