+185.8%
GS vs TAP
-23.7%
+209.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.2% |
| 7D | -3.2% | +0.5% | -3.7% | -3.2% |
| 30D | -2.4% | +9.1% | -11.6% | -2.7% |
| 3M | -15.7% | -3.8% | -11.9% | -15.5% |
| 6M | -6.8% | -3.4% | -3.3% | -6.4% |
| YTD | -0.1% | -10.6% | +10.6% | +0.8% |
| 1Y | +12.1% | -4.4% | +16.5% | +11.3% |
| 3Y | +185.8% | -24.4% | +210.1% | +184.9% |
| All | +185.8% | -23.7% | +209.5% | +184.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling