+243.0%
GS vs TOST
+55.9%
+187.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.9% | -3.4% | +4.4% | +1.7% |
| 30D | -1.6% | -2.4% | +0.9% | -1.1% |
| 3M | -4.5% | +34.6% | -39.1% | -11.1% |
| 6M | +20.9% | +15.2% | +5.7% | +15.6% |
| YTD | +19.9% | -4.4% | +24.3% | +19.4% |
| 1Y | +41.4% | -17.4% | +58.8% | +45.6% |
| All | +243.0% | +55.9% | +187.0% | +200.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling