+103.0%
GS vs TEM
+90.1%
+12.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.3% | -1.3% |
| 7D | -3.2% | +5.3% | -8.5% | -3.9% |
| 30D | -2.4% | +8.1% | -10.5% | -3.5% |
| 3M | -15.7% | +64.9% | -80.6% | -21.9% |
| 6M | -6.8% | +42.1% | -48.9% | -12.4% |
| YTD | -0.1% | +28.8% | -28.8% | -5.7% |
| 1Y | +12.1% | +5.5% | +6.6% | +8.2% |
| All | +103.0% | +90.1% | +12.8% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling