+654.3%
GS vs PPL
+54.8%
+599.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | +2.7% | -1.7% | -0.3% |
| 30D | -1.6% | +0.5% | -2.0% | -1.9% |
| 3M | -4.5% | +0.7% | -5.1% | -5.2% |
| 6M | +20.9% | -7.6% | +28.5% | +24.6% |
| YTD | +19.9% | +1.8% | +18.1% | +17.4% |
| 1Y | +41.4% | -0.8% | +42.2% | +40.0% |
| 3Y | +239.2% | +56.9% | +182.3% | +162.2% |
| 5Y | +185.0% | +39.5% | +145.5% | +132.0% |
| All | +654.3% | +54.8% | +599.5% | +449.1% |
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