+206.3%
GS vs PPL
+55.7%
+150.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +3.6% |
| 7D | +0.3% | +1.8% | -1.5% | 0.0% |
| 30D | +3.9% | +8.4% | -4.5% | +2.2% |
| 3M | -11.4% | +2.4% | -13.8% | -11.9% |
| 6M | +3.7% | -4.0% | +7.6% | +4.6% |
| YTD | +7.1% | +4.5% | +2.7% | +5.0% |
| 1Y | +19.7% | +1.7% | +17.9% | +18.3% |
| All | +206.3% | +55.7% | +150.6% | +158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling