+1,526.2%
GS vs TDY
+7,231.6%
-5,705.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -2.1% |
| 7D | -3.2% | -6.0% | +2.8% | -1.1% |
| 30D | -2.4% | +2.4% | -4.8% | -3.4% |
| 3M | -15.7% | -10.0% | -5.7% | -12.5% |
| 6M | -6.8% | -4.0% | -2.8% | -5.7% |
| YTD | -0.1% | +21.1% | -21.2% | -7.4% |
| 1Y | +12.1% | +22.1% | -10.0% | +3.5% |
| 3Y | +185.8% | +64.0% | +121.8% | +136.6% |
| 5Y | +140.1% | +38.6% | +101.5% | +110.1% |
| 10Y | +505.2% | +501.5% | +3.7% | +222.5% |
| All | +1,526.2% | +7,231.6% | -5,705.3% | +419.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling