+240.4%
GS vs PPG
-13.4%
+253.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +1.1% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | +0.2% | -7.8% | +8.0% | +4.4% |
| 3M | -0.3% | -2.2% | +1.9% | +0.1% |
| 6M | +27.4% | +4.1% | +23.2% | +23.2% |
| YTD | +19.6% | +9.1% | +10.6% | +11.7% |
| 1Y | +42.5% | +1.0% | +41.5% | +38.8% |
| 3Y | +240.4% | -13.3% | +253.7% | +243.2% |
| All | +240.4% | -13.4% | +253.8% | +243.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling