+736.0%
PLTR vs GS
+184.4%
+551.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -6.4% | -3.4% | -4.8% |
| 7D | -21.1% | -6.3% | -14.8% | -16.8% |
| 30D | -19.3% | -3.1% | -16.2% | -17.1% |
| 3M | -2.2% | -17.7% | +15.5% | +13.4% |
| 6M | +14.0% | -4.6% | +18.6% | +14.5% |
| YTD | -12.8% | +0.3% | -13.1% | -18.2% |
| 1Y | -17.5% | +11.7% | -29.2% | -30.4% |
| All | +736.0% | +184.4% | +551.6% | +208.0% |
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