+1,788.2%
GS vs PPG
+614.9%
+1,173.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +3.2% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +1.2% | +20.5% | -19.3% | -10.1% |
| 3M | -12.4% | +5.3% | -17.7% | -15.5% |
| 6M | -2.3% | +15.8% | -18.1% | -11.9% |
| YTD | +4.6% | +24.6% | -20.0% | -11.0% |
| 1Y | +17.5% | +33.6% | -16.1% | -4.4% |
| 3Y | +202.0% | +5.0% | +197.0% | +181.0% |
| 5Y | +152.4% | -14.0% | +166.4% | +157.7% |
| 10Y | +478.5% | +58.2% | +420.3% | +281.7% |
| All | +1,788.2% | +614.9% | +1,173.3% | +303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling