+2,064.0%
GS vs TER
+1,445.6%
+618.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -1.7% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | -1.6% | -8.3% | +6.7% | +0.6% |
| 3M | -4.5% | -12.2% | +7.7% | -3.7% |
| 6M | +20.9% | +17.1% | +3.8% | +8.1% |
| YTD | +19.9% | +84.7% | -64.8% | -8.5% |
| 1Y | +41.4% | +199.9% | -158.5% | -10.0% |
| 3Y | +239.2% | +232.8% | +6.4% | +96.5% |
| 5Y | +185.0% | +198.6% | -13.5% | +62.8% |
| 10Y | +655.0% | +1,669.7% | -1,014.8% | +120.6% |
| All | +2,064.0% | +1,445.6% | +618.4% | +332.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling