+499.6%
PLTR vs GS
+138.4%
+361.1%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.8% |
| 7D | -12.9% | -3.2% | -9.7% | -10.3% |
| 30D | -17.4% | -2.4% | -15.0% | -15.4% |
| 3M | +2.9% | -15.7% | +18.6% | +19.0% |
| 6M | +19.9% | -6.8% | +26.6% | +23.3% |
| YTD | -9.8% | -0.1% | -9.7% | -15.4% |
| 1Y | -8.4% | +12.1% | -20.5% | -23.7% |
| 3Y | +765.0% | +185.8% | +579.3% | +173.4% |
| All | +499.6% | +138.4% | +361.1% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling