+650.5%
GS vs TMO
+320.9%
+329.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | -0.1% | +1.0% | -1.1% | -0.6% |
| 3M | +0.2% | +22.7% | -22.5% | -8.2% |
| 6M | +24.8% | +19.0% | +5.8% | +15.2% |
| YTD | +18.8% | +4.7% | +14.0% | +15.3% |
| 1Y | +37.3% | +26.0% | +11.3% | +23.1% |
| 3Y | +237.9% | +18.0% | +219.9% | +206.0% |
| 5Y | +187.0% | +8.0% | +179.1% | +163.5% |
| 10Y | +650.5% | +333.8% | +316.7% | +267.1% |
| All | +650.5% | +320.9% | +329.7% | +267.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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