+42.5%
GS vs PPG
+2.7%
+39.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.7% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | +0.2% | -7.8% | +8.0% | +3.2% |
| 3M | -0.3% | -2.2% | +1.9% | +0.1% |
| 6M | +27.4% | +4.1% | +23.2% | +24.1% |
| YTD | +19.6% | +9.1% | +10.6% | +14.8% |
| 1Y | +42.5% | +1.0% | +41.5% | +38.0% |
| All | +42.5% | +2.7% | +39.8% | +38.0% |
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 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