+185.7%
GS vs TE
-47.8%
+233.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.1% |
| 7D | +0.9% | -4.0% | +4.9% | +1.3% |
| 30D | -1.6% | -15.9% | +14.3% | -0.2% |
| 3M | -4.5% | -60.5% | +56.1% | +2.6% |
| 6M | +20.9% | -35.2% | +56.1% | +21.9% |
| YTD | +19.9% | -31.1% | +51.0% | +19.1% |
| 1Y | +41.4% | +148.6% | -107.2% | +20.2% |
| 3Y | +239.2% | -26.4% | +265.6% | +194.7% |
| All | +185.7% | -47.8% | +233.6% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling