+185.8%
GS vs TE
-36.2%
+222.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.7% |
| 7D | -3.2% | -12.6% | +9.4% | -2.2% |
| 30D | -2.4% | -36.7% | +34.3% | +1.1% |
| 3M | -15.7% | -57.5% | +41.7% | -10.0% |
| 6M | -6.8% | -55.2% | +48.4% | -2.5% |
| YTD | -0.1% | -64.7% | +64.6% | +4.9% |
| 1Y | +12.1% | -35.9% | +48.0% | +11.2% |
| 3Y | +185.8% | -31.8% | +217.6% | +140.8% |
| All | +185.8% | -36.2% | +222.0% | +140.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling