+457.2%
GS vs TDY
+465.6%
-8.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +1.6% | -2.6% | +4.2% | +3.0% |
| 30D | +1.7% | +5.3% | -3.6% | -1.7% |
| 3M | -11.6% | -6.4% | -5.2% | -8.3% |
| 6M | -1.9% | +4.0% | -5.9% | -4.9% |
| YTD | +5.1% | +26.5% | -21.4% | -10.3% |
| 1Y | +16.4% | +24.2% | -7.8% | +0.5% |
| 3Y | +199.0% | +68.8% | +130.2% | +112.2% |
| 5Y | +157.4% | +45.9% | +111.6% | +96.0% |
| 10Y | +457.2% | +451.1% | +6.2% | +111.2% |
| All | +457.2% | +465.6% | -8.4% | +111.2% |
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