+847.2%
GS vs PSX
+1,100.3%
-253.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.8% | -1.5% | -4.5% |
| 7D | -6.3% | -9.7% | +3.4% | -2.7% |
| 30D | -3.1% | -8.4% | +5.3% | -0.4% |
| 3M | -17.7% | +22.6% | -40.3% | -24.8% |
| 6M | -4.6% | +38.8% | -43.3% | -17.7% |
| YTD | +0.3% | +95.5% | -95.1% | -26.0% |
| 1Y | +11.7% | +87.1% | -75.4% | -16.3% |
| 3Y | +183.6% | +133.5% | +50.0% | +88.9% |
| 5Y | +141.0% | +280.9% | -139.9% | +24.4% |
| 10Y | +507.4% | +356.6% | +150.8% | +163.6% |
| All | +847.2% | +1,100.3% | -253.1% | +219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling