+486.7%
GS vs TMF
-84.4%
+571.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.2% | +1.2% | -4.4% | -3.1% |
| 30D | -2.4% | +19.7% | -22.1% | -0.1% |
| 3M | -15.7% | -2.1% | -13.6% | -15.9% |
| 6M | -6.8% | -13.4% | +6.7% | -8.5% |
| YTD | -0.1% | -16.7% | +16.7% | -2.3% |
| 1Y | +12.1% | -23.3% | +35.4% | +8.2% |
| 3Y | +185.8% | -24.8% | +210.6% | +181.9% |
| 5Y | +140.1% | -88.0% | +228.1% | +56.4% |
| All | +486.7% | -84.4% | +571.1% | +393.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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