-17.7%
GS vs TER
-47.1%
+29.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.2% | +8.9% | -4.0% |
| 7D | -6.3% | -28.2% | +21.8% | -2.1% |
| 30D | -3.1% | -50.6% | +47.4% | +5.9% |
| 3M | -17.7% | -45.3% | +27.7% | -11.1% |
| All | -17.7% | -47.1% | +29.5% | -11.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling