+654.3%
GS vs PR
+109.1%
+545.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +0.9% | +2.9% | -2.0% | +0.6% |
| 30D | -1.6% | +18.0% | -19.6% | -3.5% |
| 3M | -4.5% | +16.9% | -21.3% | -6.4% |
| 6M | +20.9% | +28.2% | -7.3% | +16.8% |
| YTD | +19.9% | +69.3% | -49.4% | +12.1% |
| 1Y | +41.4% | +69.5% | -28.1% | +31.9% |
| 3Y | +239.2% | +81.7% | +157.5% | +211.5% |
| 5Y | +185.0% | +422.2% | -237.2% | +129.5% |
| All | +654.3% | +109.1% | +545.2% | +535.2% |
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