+186.8%
GS vs TMF
-25.2%
+212.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -6.9% | -6.4% |
| 7D | -6.3% | +2.7% | -9.1% | -6.5% |
| 30D | -3.1% | +19.3% | -22.5% | -4.3% |
| 3M | -17.7% | -3.7% | -14.0% | -17.5% |
| 6M | -4.6% | -11.3% | +6.8% | -4.0% |
| YTD | +0.3% | -16.6% | +16.9% | +1.0% |
| 1Y | +11.7% | -21.1% | +32.8% | +12.7% |
| All | +186.8% | -25.2% | +212.0% | +179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling