-5.3%
PG vs GS
+44.3%
-49.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.9% | +0.9% | +0.9% | +1.9% |
| 30D | -0.2% | -1.6% | +1.3% | -0.3% |
| 3M | +4.8% | -4.5% | +9.3% | +4.6% |
| 6M | -6.1% | +20.9% | -27.0% | -5.8% |
| YTD | +4.5% | +19.9% | -15.4% | +4.1% |
| 1Y | -5.3% | +41.4% | -46.7% | -5.6% |
| All | -5.3% | +44.3% | -49.6% | -5.6% |
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