+199.0%
GS vs PSX
+147.1%
+51.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.7% |
| 7D | +1.6% | -7.8% | +9.4% | +3.5% |
| 30D | +1.7% | -9.9% | +11.5% | +3.9% |
| 3M | -11.6% | +16.9% | -28.5% | -16.0% |
| 6M | -1.9% | +48.0% | -49.9% | -13.4% |
| YTD | +5.1% | +98.3% | -93.3% | -18.8% |
| 1Y | +16.4% | +86.2% | -69.8% | -7.9% |
| 3Y | +199.0% | +144.0% | +55.0% | +105.8% |
| All | +199.0% | +147.1% | +51.8% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling