+19.7%
GS vs TER
+42.7%
-23.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.8% | +10.4% | +4.9% |
| 7D | +0.3% | -19.9% | +20.2% | +4.6% |
| 30D | +3.9% | -43.5% | +47.4% | +16.1% |
| 3M | -11.4% | -37.8% | +26.3% | -3.6% |
| 6M | +3.7% | -25.6% | +29.3% | +4.9% |
| YTD | +7.1% | +29.8% | -22.7% | -10.3% |
| 1Y | +19.7% | +43.2% | -23.5% | -2.8% |
| All | +19.7% | +42.7% | -23.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 1y: compounded portfolio wealth divided by compounded TER 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…
1y analysis · Full analysis span regression · 6 months rolling