+206.3%
GS vs PR
+69.4%
+136.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.5% | +10.1% | +4.9% |
| 7D | +0.3% | -12.1% | +12.4% | +2.9% |
| 30D | +3.9% | +0.9% | +3.0% | +3.2% |
| 3M | -11.4% | +10.1% | -21.6% | -14.2% |
| 6M | +3.7% | +1.1% | +2.6% | +2.4% |
| YTD | +7.1% | +63.7% | -56.5% | -10.2% |
| 1Y | +19.7% | +87.0% | -67.4% | -4.7% |
| All | +206.3% | +69.4% | +136.9% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling