+343.0%
GS vs TE
-80.5%
+423.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +0.6% |
| 7D | +5.9% | -19.1% | +24.9% | +7.9% |
| 30D | +4.3% | -34.1% | +38.4% | +8.0% |
| 3M | -11.7% | -60.1% | +48.5% | -4.5% |
| 6M | -3.2% | -66.0% | +62.8% | +4.1% |
| YTD | +5.8% | -71.4% | +77.2% | +13.4% |
| 1Y | +16.0% | -45.3% | +61.3% | +16.3% |
| 3Y | +199.8% | +9.1% | +190.6% | +149.0% |
| 5Y | +155.5% | -82.6% | +238.1% | +142.0% |
| All | +343.0% | -80.5% | +423.4% | +317.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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