+486.7%
GS vs TER
+897.7%
-411.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -1.1% |
| 7D | -3.2% | -20.5% | +17.3% | +3.0% |
| 30D | -2.4% | -47.0% | +44.6% | +16.2% |
| 3M | -15.7% | -43.3% | +27.5% | -2.8% |
| 6M | -6.8% | -42.9% | +36.1% | +4.0% |
| YTD | -0.1% | +12.9% | -12.9% | -12.6% |
| 1Y | +12.1% | +18.2% | -6.1% | -3.7% |
| 3Y | +185.8% | +151.8% | +34.0% | +74.8% |
| 5Y | +140.1% | +54.2% | +85.9% | +65.8% |
| All | +486.7% | +897.7% | -411.0% | +116.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling