+16.0%
GS vs PSX
+97.2%
-81.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.4% |
| 7D | +5.9% | +7.8% | -1.9% | +6.6% |
| 30D | +4.3% | -10.9% | +15.2% | +2.7% |
| 3M | -11.7% | +14.5% | -26.1% | -10.4% |
| 6M | -3.2% | +56.1% | -59.3% | +2.2% |
| YTD | +5.8% | +109.6% | -103.8% | +6.8% |
| 1Y | +16.0% | +95.5% | -79.5% | +18.8% |
| All | +16.0% | +97.2% | -81.1% | +18.8% |
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