+154.7%
GS vs TE
-82.7%
+237.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.5% | +6.1% | -0.7% |
| 7D | +5.1% | -13.6% | +18.7% | +6.5% |
| 30D | +2.4% | -37.7% | +40.1% | +6.6% |
| 3M | -11.5% | -59.8% | +48.3% | -4.3% |
| 6M | -2.5% | -66.3% | +63.8% | +5.0% |
| YTD | +5.5% | -70.5% | +76.0% | +12.8% |
| 1Y | +11.0% | -48.8% | +59.9% | +11.9% |
| 3Y | +200.1% | +31.3% | +168.7% | +142.2% |
| 5Y | +154.7% | -82.0% | +236.7% | +140.2% |
| All | +154.7% | -82.7% | +237.4% | +140.2% |
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