+185.7%
GS vs TNA
-22.2%
+207.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.2% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -1.6% | -4.9% | +3.3% | -0.2% |
| 3M | -4.5% | +0.4% | -4.9% | -5.0% |
| 6M | +20.9% | +32.5% | -11.7% | +9.8% |
| YTD | +19.9% | +53.7% | -33.8% | +4.1% |
| 1Y | +41.4% | +65.1% | -23.7% | +18.8% |
| 3Y | +239.2% | +98.4% | +140.7% | +150.1% |
| All | +185.7% | -22.2% | +207.9% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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