+205.3%
GS vs TLN
+710.8%
-505.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.9% |
| 7D | +5.9% | +11.0% | -5.2% | +3.5% |
| 30D | +4.3% | +4.9% | -0.6% | +2.9% |
| 3M | -11.7% | +4.9% | -16.6% | -13.4% |
| 6M | -3.2% | +7.1% | -10.3% | -5.9% |
| YTD | +5.8% | +0.3% | +5.5% | +3.1% |
| 1Y | +16.0% | +5.9% | +10.1% | +11.5% |
| 3Y | +199.8% | +578.5% | -378.7% | +101.6% |
| All | +205.3% | +710.8% | -505.5% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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