+457.2%
GS vs PPG
+57.0%
+400.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +1.6% | +3.2% | -1.7% | -0.2% |
| 30D | +1.7% | +20.4% | -18.7% | -9.1% |
| 3M | -11.6% | +8.4% | -20.0% | -16.0% |
| 6M | -1.9% | +15.6% | -17.5% | -11.0% |
| YTD | +5.1% | +24.4% | -19.4% | -9.9% |
| 1Y | +16.4% | +32.9% | -16.5% | -4.2% |
| 3Y | +199.0% | +3.7% | +195.2% | +181.4% |
| 5Y | +157.4% | -13.7% | +171.1% | +164.7% |
| 10Y | +457.2% | +55.5% | +401.8% | +284.0% |
| All | +457.2% | +57.0% | +400.2% | +284.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling