+2,064.0%
GS vs TAP
+183.7%
+1,880.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +0.9% | -2.3% | +3.3% | +1.7% |
| 30D | -1.6% | -2.1% | +0.6% | -1.1% |
| 3M | -4.5% | +6.6% | -11.1% | -7.5% |
| 6M | +20.9% | -11.5% | +32.4% | +24.5% |
| YTD | +19.9% | -10.3% | +30.2% | +22.1% |
| 1Y | +41.4% | -14.4% | +55.8% | +45.7% |
| 3Y | +239.2% | -28.3% | +267.4% | +265.9% |
| 5Y | +185.0% | +1.7% | +183.3% | +165.2% |
| 10Y | +655.0% | -49.2% | +704.2% | +742.4% |
| All | +2,064.0% | +183.7% | +1,880.4% | +1,399.6% |
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