+765.0%
PLTR vs GS
+183.4%
+581.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.8% |
| 7D | -12.9% | -3.2% | -9.7% | -10.5% |
| 30D | -17.4% | -2.4% | -15.0% | -15.6% |
| 3M | +2.9% | -15.7% | +18.6% | +17.1% |
| 6M | +19.9% | -6.8% | +26.6% | +22.8% |
| YTD | -9.8% | -0.1% | -9.7% | -15.1% |
| 1Y | -8.4% | +12.1% | -20.5% | -23.0% |
| 3Y | +765.0% | +185.8% | +579.3% | +219.6% |
| All | +765.0% | +183.4% | +581.7% | +219.6% |
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 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