+437.1%
GS vs PSX
+364.5%
+72.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -2.1% |
| 7D | +5.1% | +6.4% | -1.3% | +2.6% |
| 30D | +2.4% | -10.2% | +12.6% | +6.4% |
| 3M | -11.5% | +17.2% | -28.7% | -17.7% |
| 6M | -2.5% | +51.8% | -54.3% | -19.0% |
| YTD | +5.5% | +108.0% | -102.5% | -24.7% |
| 1Y | +11.0% | +96.1% | -85.1% | -18.9% |
| 3Y | +200.1% | +155.9% | +44.2% | +89.9% |
| 5Y | +154.7% | +306.9% | -152.2% | +24.1% |
| All | +437.1% | +364.5% | +72.6% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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