+240.4%
GS vs TDY
+47.5%
+192.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | +3.4% | -0.9% | +4.3% | +3.9% |
| 30D | +0.2% | -12.5% | +12.7% | +8.4% |
| 3M | -0.3% | -1.2% | +0.9% | 0.0% |
| 6M | +27.4% | -6.6% | +33.9% | +31.9% |
| YTD | +19.6% | +18.5% | +1.2% | +6.3% |
| 1Y | +42.5% | +10.8% | +31.7% | +31.7% |
| 3Y | +240.4% | +47.5% | +192.9% | +161.3% |
| All | +240.4% | +47.5% | +192.9% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling