+186.8%
GS vs TOST
+99.4%
+87.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.2% |
| 7D | -6.3% | +11.6% | -18.0% | -8.6% |
| 30D | -3.1% | +16.2% | -19.4% | -6.4% |
| 3M | -17.7% | +1.0% | -18.7% | -18.1% |
| 6M | -4.6% | +23.2% | -27.7% | -10.0% |
| YTD | +0.3% | -1.0% | +1.3% | -1.1% |
| 1Y | +11.7% | -9.9% | +21.6% | +12.8% |
| All | +186.8% | +99.4% | +87.4% | +142.7% |
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