+488.8%
GS vs TPR
+388.4%
+100.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.1% | -13.4% | -8.7% |
| 7D | -6.3% | +13.9% | -20.2% | -10.5% |
| 30D | -3.1% | +14.9% | -18.1% | -7.9% |
| 3M | -17.7% | -15.4% | -2.3% | -14.1% |
| 6M | -4.6% | -4.5% | -0.1% | -5.2% |
| YTD | +0.3% | +6.0% | -5.7% | -4.2% |
| 1Y | +11.7% | +24.3% | -12.6% | +0.7% |
| 3Y | +183.6% | +412.8% | -229.3% | +51.4% |
| 5Y | +141.0% | +258.4% | -117.5% | +39.5% |
| All | +488.8% | +388.4% | +100.4% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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