+153.5%
GS vs TOST
-46.9%
+200.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -3.2% | +9.4% | -12.6% | -4.7% |
| 30D | -2.4% | +13.5% | -15.9% | -4.6% |
| 3M | -15.7% | -0.1% | -15.6% | -15.9% |
| 6M | -6.8% | +22.5% | -29.2% | -10.8% |
| YTD | -0.1% | -2.4% | +2.3% | -1.1% |
| 1Y | +12.1% | -4.7% | +16.8% | +11.3% |
| 3Y | +185.8% | +103.2% | +82.6% | +148.1% |
| 5Y | +140.1% | -41.2% | +181.3% | +115.7% |
| All | +153.5% | -46.9% | +200.4% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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