+41.4%
GS vs PPL
-0.5%
+41.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | +2.7% | -1.7% | +1.2% |
| 30D | -1.6% | +0.5% | -2.0% | -1.5% |
| 3M | -4.5% | +0.7% | -5.1% | -4.4% |
| 6M | +20.9% | -7.6% | +28.5% | +20.4% |
| YTD | +19.9% | +1.8% | +18.1% | +19.2% |
| 1Y | +41.4% | -0.8% | +42.2% | +41.9% |
| All | +41.4% | -0.5% | +41.9% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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