+642.6%
GS vs PPG
+24.5%
+618.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +1.3% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | +0.2% | -7.8% | +8.0% | +5.0% |
| 3M | -0.3% | -2.2% | +1.9% | +0.2% |
| 6M | +27.4% | +4.1% | +23.2% | +22.7% |
| YTD | +19.6% | +9.1% | +10.6% | +11.3% |
| 1Y | +42.5% | +1.0% | +41.5% | +38.3% |
| 3Y | +240.4% | -13.3% | +253.7% | +256.9% |
| 5Y | +188.9% | -19.2% | +208.1% | +206.7% |
| 10Y | +642.6% | +25.9% | +616.6% | +462.4% |
| All | +642.6% | +24.5% | +618.1% | +462.4% |
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