+1,046.2%
PLTR vs GS
+239.2%
+806.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -6.4% | +0.9% | -7.4% | -7.0% |
| 30D | +10.0% | -1.6% | +11.6% | +11.4% |
| 3M | +23.0% | -4.5% | +27.5% | +26.0% |
| 6M | +13.8% | +20.9% | -7.1% | -6.6% |
| YTD | -1.9% | +19.9% | -21.8% | -19.9% |
| 1Y | +11.6% | +41.4% | -29.8% | -23.2% |
| All | +1,046.2% | +239.2% | +806.9% | +244.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling