+486.7%
GS vs PSX
+348.3%
+138.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -3.2% | -13.1% | +9.9% | +2.2% |
| 30D | -2.4% | -9.5% | +7.1% | +0.9% |
| 3M | -15.7% | +20.2% | -35.9% | -22.6% |
| 6M | -6.8% | +44.9% | -51.7% | -21.3% |
| YTD | -0.1% | +94.4% | -94.5% | -26.8% |
| 1Y | +12.1% | +83.1% | -71.0% | -16.0% |
| 3Y | +185.8% | +132.2% | +53.6% | +87.8% |
| 5Y | +140.1% | +278.8% | -138.8% | +20.0% |
| All | +486.7% | +348.3% | +138.4% | +120.2% |
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