+17.0%
PG vs GS
+21.8%
-4.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.3% | +3.5% |
| 7D | +5.7% | +0.3% | +5.4% | +5.7% |
| 30D | +15.4% | +3.9% | +11.5% | +15.7% |
| 3M | +13.8% | -11.4% | +25.2% | +12.9% |
| 6M | +18.3% | +3.7% | +14.6% | +17.8% |
| YTD | +20.1% | +7.1% | +13.0% | +19.1% |
| 1Y | +17.0% | +19.7% | -2.7% | +16.3% |
| All | +17.0% | +21.8% | -4.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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