+2,064.0%
GS vs PPG
+542.0%
+1,522.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.9% |
| 7D | +0.9% | -1.5% | +2.4% | +1.8% |
| 30D | -1.6% | -5.0% | +3.4% | +1.5% |
| 3M | -4.5% | +1.1% | -5.6% | -5.9% |
| 6M | +20.9% | -3.2% | +24.0% | +21.6% |
| YTD | +19.9% | +11.9% | +8.0% | +9.5% |
| 1Y | +41.4% | +5.3% | +36.1% | +33.3% |
| 3Y | +239.2% | -15.0% | +254.2% | +260.8% |
| 5Y | +185.0% | -19.6% | +204.6% | +203.2% |
| 10Y | +655.0% | +27.0% | +627.9% | +471.4% |
| All | +2,064.0% | +542.0% | +1,522.0% | +396.1% |
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