-4.6%
GS vs PSX
+39.9%
-44.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.8% | -1.5% | -6.9% |
| 7D | -6.3% | -9.7% | +3.4% | -7.6% |
| 30D | -3.1% | -8.4% | +5.3% | -4.3% |
| 3M | -17.7% | +22.6% | -40.3% | -15.3% |
| 6M | -4.6% | +38.8% | -43.3% | +0.8% |
| All | -4.6% | +39.9% | -44.5% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling