+16.0%
GS vs TPR
+29.2%
-13.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.9% | -0.3% | +6.2% | +5.9% |
| 30D | +4.3% | +15.1% | -10.8% | +1.3% |
| 3M | -11.7% | +3.5% | -15.2% | -12.4% |
| 6M | -3.2% | +0.4% | -3.6% | -5.6% |
| YTD | +5.8% | +4.6% | +1.2% | +6.3% |
| 1Y | +16.0% | +33.1% | -17.1% | +9.9% |
| All | +16.0% | +29.2% | -13.1% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling