+1,710.5%
GS vs TAP
+195.8%
+1,514.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -5.6% |
| 7D | -6.3% | +7.7% | -14.0% | -8.8% |
| 30D | -3.1% | +14.4% | -17.6% | -7.8% |
| 3M | -17.7% | +2.0% | -19.7% | -18.8% |
| 6M | -4.6% | +2.5% | -7.0% | -6.8% |
| YTD | +0.3% | -6.4% | +6.7% | +0.3% |
| 1Y | +11.7% | -2.3% | +14.0% | +9.7% |
| 3Y | +183.6% | -20.3% | +203.9% | +193.8% |
| 5Y | +141.0% | +6.9% | +134.1% | +119.6% |
| 10Y | +507.4% | -46.3% | +553.8% | +562.7% |
| All | +1,710.5% | +195.8% | +1,514.8% | +1,131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling