+12.1%
GS vs PSX
+85.2%
-73.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.4% |
| 7D | -3.2% | -13.1% | +9.9% | -5.0% |
| 30D | -2.4% | -9.5% | +7.1% | -3.6% |
| 3M | -15.7% | +20.2% | -35.9% | -13.6% |
| 6M | -6.8% | +44.9% | -51.7% | -1.8% |
| YTD | -0.1% | +94.4% | -94.5% | +2.0% |
| 1Y | +12.1% | +83.1% | -71.0% | +16.1% |
| All | +12.1% | +85.2% | -73.1% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling