+164.5%
GS vs GTLB
-49.4%
+213.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.2% |
| 7D | +5.9% | -0.7% | +6.6% | +5.9% |
| 30D | +4.3% | -10.2% | +14.5% | +5.5% |
| 3M | -11.7% | +10.1% | -21.8% | -12.8% |
| 6M | -3.2% | +116.5% | -119.6% | -11.9% |
| YTD | +5.8% | +27.2% | -21.4% | +1.5% |
| 1Y | +16.0% | +8.6% | +7.5% | +13.2% |
| 3Y | +199.8% | +5.6% | +194.2% | +186.4% |
| 5Y | +155.5% | -61.8% | +217.3% | +137.3% |
| All | +164.5% | -49.4% | +213.8% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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