+1,032.1%
GS vs PSX
+1,139.4%
-107.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | +4.5% | -3.6% | -0.8% |
| 30D | -1.6% | +26.6% | -28.2% | -10.6% |
| 3M | -4.5% | +39.3% | -43.7% | -16.8% |
| 6M | +20.9% | +56.8% | -35.9% | -0.9% |
| YTD | +19.9% | +101.8% | -81.9% | -12.0% |
| 1Y | +41.4% | +99.6% | -58.2% | +3.7% |
| 3Y | +239.2% | +140.3% | +98.8% | +124.8% |
| 5Y | +185.0% | +339.3% | -154.3% | +38.8% |
| 10Y | +655.0% | +369.9% | +285.1% | +226.5% |
| All | +1,032.1% | +1,139.4% | -107.3% | +280.5% |
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