+486.7%
GS vs TAP
-49.3%
+536.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +1.1% |
| 7D | -3.2% | +0.5% | -3.7% | -3.5% |
| 30D | -2.4% | +9.1% | -11.6% | -5.6% |
| 3M | -15.7% | -3.8% | -11.9% | -15.2% |
| 6M | -6.8% | -3.4% | -3.3% | -7.0% |
| YTD | -0.1% | -10.6% | +10.6% | +1.6% |
| 1Y | +12.1% | -4.4% | +16.5% | +10.6% |
| 3Y | +185.8% | -24.4% | +210.1% | +202.5% |
| 5Y | +140.1% | +2.1% | +138.0% | +116.5% |
| All | +486.7% | -49.3% | +536.0% | +376.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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