+1,588.2%
PLTR vs GS
+400.6%
+1,187.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.8% |
| 7D | -12.9% | -3.2% | -9.7% | -10.6% |
| 30D | -17.4% | -2.4% | -15.0% | -15.6% |
| 3M | +2.9% | -15.7% | +18.6% | +16.8% |
| 6M | +19.9% | -6.8% | +26.6% | +23.5% |
| YTD | -9.8% | -0.1% | -9.7% | -13.8% |
| 1Y | -8.4% | +12.1% | -20.5% | -20.5% |
| 3Y | +765.0% | +185.8% | +579.3% | +264.4% |
| 5Y | +516.8% | +140.1% | +376.8% | +172.2% |
| All | +1,588.2% | +400.6% | +1,187.6% | +555.6% |
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 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