+185.7%
GS vs TMF
-87.5%
+273.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +0.9% | -1.4% | +2.4% | +1.0% |
| 30D | -1.6% | -2.8% | +1.3% | -1.5% |
| 3M | -4.5% | -10.9% | +6.4% | -4.3% |
| 6M | +20.9% | -21.3% | +42.2% | +21.2% |
| YTD | +19.9% | -15.9% | +35.8% | +20.1% |
| 1Y | +41.4% | -15.7% | +57.2% | +41.7% |
| 3Y | +239.2% | -43.4% | +282.5% | +237.1% |
| All | +185.7% | -87.5% | +273.2% | +150.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling