+870.5%
GS vs TMF
-69.1%
+939.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -6.9% | -6.3% |
| 7D | -6.3% | +2.7% | -9.1% | -5.9% |
| 30D | -3.1% | +19.3% | -22.5% | +0.2% |
| 3M | -17.7% | -3.7% | -14.0% | -18.1% |
| 6M | -4.6% | -11.3% | +6.8% | -6.7% |
| YTD | +0.3% | -16.6% | +16.9% | -3.0% |
| 1Y | +11.7% | -21.1% | +32.8% | +6.9% |
| 3Y | +183.6% | -26.8% | +210.4% | +174.8% |
| 5Y | +141.0% | -88.0% | +229.0% | +55.1% |
| 10Y | +507.4% | -84.7% | +592.1% | +389.7% |
| All | +870.5% | -69.1% | +939.6% | +1,081.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling