+488.8%
GS vs PR
+62.9%
+425.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.9% | -1.5% | -5.8% |
| 7D | -6.3% | -16.5% | +10.2% | -4.5% |
| 30D | -3.1% | -4.5% | +1.4% | -2.8% |
| 3M | -17.7% | +8.5% | -26.2% | -18.6% |
| 6M | -4.6% | -3.3% | -1.2% | -4.7% |
| YTD | +0.3% | +55.7% | -55.4% | -5.5% |
| 1Y | +11.7% | +82.0% | -70.3% | +3.2% |
| 3Y | +183.6% | +62.5% | +121.1% | +163.5% |
| 5Y | +141.0% | +223.9% | -83.0% | +103.0% |
| All | +488.8% | +62.9% | +425.9% | +412.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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