+488.8%
GS vs PPL
+62.9%
+425.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.1% | -6.7% |
| 7D | -6.3% | +1.0% | -7.4% | -6.8% |
| 30D | -3.1% | +6.8% | -10.0% | -6.2% |
| 3M | -17.7% | +3.9% | -21.5% | -19.3% |
| 6M | -4.6% | -2.0% | -2.5% | -4.2% |
| YTD | +0.3% | +5.3% | -5.0% | -3.4% |
| 1Y | +11.7% | +2.2% | +9.5% | +9.0% |
| 3Y | +183.6% | +56.7% | +126.8% | +119.3% |
| 5Y | +141.0% | +49.1% | +91.9% | +89.3% |
| All | +488.8% | +62.9% | +425.9% | +330.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling