+318.5%
GS vs TE
-75.9%
+394.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.7% |
| 7D | -3.2% | -12.6% | +9.4% | -2.1% |
| 30D | -2.4% | -36.7% | +34.3% | +1.4% |
| 3M | -15.7% | -57.5% | +41.7% | -9.6% |
| 6M | -6.8% | -55.2% | +48.4% | -2.4% |
| YTD | -0.1% | -64.7% | +64.6% | +5.1% |
| 1Y | +12.1% | -35.9% | +48.0% | +10.5% |
| 3Y | +185.8% | -31.8% | +217.6% | +145.8% |
| 5Y | +140.1% | -79.4% | +219.5% | +123.7% |
| All | +318.5% | -75.9% | +394.3% | +286.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling