+156.7%
GS vs TOST
-44.1%
+200.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +2.6% |
| 7D | +0.3% | +10.7% | -10.4% | -1.5% |
| 30D | +3.9% | +17.7% | -13.9% | +0.8% |
| 3M | -11.4% | +4.6% | -16.1% | -12.4% |
| 6M | +3.7% | +20.3% | -16.6% | -0.6% |
| YTD | +7.1% | -0.4% | +7.5% | +5.6% |
| 1Y | +19.7% | -0.8% | +20.4% | +17.8% |
| 3Y | +202.8% | +102.2% | +100.6% | +161.9% |
| 5Y | +156.7% | -41.3% | +198.0% | +121.9% |
| All | +156.7% | -44.1% | +200.8% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling