+438.8%
GS vs PPG
+53.9%
+384.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +5.9% | +0.7% | +5.1% | +5.4% |
| 30D | +4.3% | +17.6% | -13.3% | -5.4% |
| 3M | -11.7% | +7.5% | -19.1% | -15.6% |
| 6M | -3.2% | +17.6% | -20.8% | -13.1% |
| YTD | +5.8% | +22.6% | -16.8% | -8.4% |
| 1Y | +16.0% | +28.0% | -12.0% | -2.4% |
| 3Y | +199.8% | +1.8% | +198.0% | +185.3% |
| 5Y | +155.5% | -15.5% | +171.0% | +166.2% |
| All | +438.8% | +53.9% | +384.9% | +271.9% |
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