+650.5%
GS vs TDY
+455.3%
+195.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.2% |
| 7D | +2.4% | -1.8% | +4.3% | +3.6% |
| 30D | -0.1% | -13.8% | +13.7% | +9.3% |
| 3M | +0.2% | -3.9% | +4.1% | +2.3% |
| 6M | +24.8% | -9.0% | +33.8% | +31.5% |
| YTD | +18.8% | +16.5% | +2.2% | +6.9% |
| 1Y | +37.3% | +9.3% | +28.1% | +28.2% |
| 3Y | +237.9% | +45.1% | +192.8% | +163.3% |
| 5Y | +187.0% | +35.0% | +152.1% | +129.0% |
| 10Y | +650.5% | +469.0% | +181.5% | +151.1% |
| All | +650.5% | +455.3% | +195.2% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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