+103.7%
GS vs TEM
+76.1%
+27.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.9% | +0.5% | -5.5% |
| 7D | -6.3% | -9.5% | +3.2% | -5.3% |
| 30D | -3.1% | -2.2% | -1.0% | -3.1% |
| 3M | -17.7% | +50.8% | -68.5% | -22.8% |
| 6M | -4.6% | +30.3% | -34.8% | -9.4% |
| YTD | +0.3% | +19.3% | -19.0% | -4.4% |
| 1Y | +11.7% | -14.4% | +26.1% | +10.4% |
| All | +103.7% | +76.1% | +27.6% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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