+1,668.3%
PLTR vs GS
+430.0%
+1,238.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +4.7% | +5.9% | -1.1% | +0.3% |
| 30D | -16.4% | +4.3% | -20.7% | -18.9% |
| 3M | -6.2% | -11.7% | +5.5% | +2.7% |
| 6M | +29.2% | -3.2% | +32.3% | +29.5% |
| YTD | -5.5% | +5.8% | -11.3% | -13.5% |
| 1Y | -2.4% | +16.0% | -18.4% | -17.3% |
| 3Y | +752.3% | +199.8% | +552.6% | +246.0% |
| 5Y | +635.8% | +155.5% | +480.3% | +210.8% |
| All | +1,668.3% | +430.0% | +1,238.3% | +557.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling