+139.3%
GS vs PPG
-16.6%
+156.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | 0.0% |
| 7D | -3.2% | +2.4% | -5.6% | -4.4% |
| 30D | -2.4% | +16.5% | -18.9% | -9.8% |
| 3M | -15.7% | +5.1% | -20.8% | -18.1% |
| 6M | -6.8% | +11.1% | -17.9% | -12.5% |
| YTD | -0.1% | +21.7% | -21.7% | -11.4% |
| 1Y | +12.1% | +32.0% | -19.9% | -5.0% |
| 3Y | +185.8% | +2.8% | +183.0% | +172.1% |
| All | +139.3% | -16.6% | +156.0% | +150.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling