+339.9%
GS vs TE
-78.8%
+418.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +1.3% |
| 7D | +1.6% | -26.9% | +28.4% | +4.5% |
| 30D | +1.7% | -38.9% | +40.6% | +5.9% |
| 3M | -11.6% | -61.0% | +49.4% | -4.3% |
| 6M | -1.9% | -66.4% | +64.5% | +5.5% |
| YTD | +5.1% | -69.0% | +74.1% | +11.8% |
| 1Y | +16.4% | -54.0% | +70.4% | +18.4% |
| 3Y | +199.0% | +38.0% | +161.0% | +142.6% |
| 5Y | +157.4% | -81.0% | +238.4% | +141.9% |
| All | +339.9% | -78.8% | +418.7% | +311.1% |
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