+488.8%
GS vs TER
+872.7%
-383.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.2% | +8.9% | -2.0% |
| 7D | -6.3% | -28.2% | +21.8% | +2.6% |
| 30D | -3.1% | -50.6% | +47.4% | +17.7% |
| 3M | -17.7% | -45.3% | +27.7% | -3.9% |
| 6M | -4.6% | -40.4% | +35.8% | +5.0% |
| YTD | +0.3% | +10.0% | -9.7% | -11.7% |
| 1Y | +11.7% | +13.6% | -1.9% | -2.9% |
| 3Y | +183.6% | +145.2% | +38.4% | +74.8% |
| 5Y | +141.0% | +50.4% | +90.6% | +67.7% |
| All | +488.8% | +872.7% | -383.9% | +119.1% |
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