+199.0%
GS vs TPR
+419.9%
-220.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +1.6% | +12.1% | -10.5% | -1.7% |
| 30D | +1.7% | +16.7% | -15.0% | -2.9% |
| 3M | -11.6% | -17.4% | +5.8% | -7.3% |
| 6M | -1.9% | +2.3% | -4.2% | -4.3% |
| YTD | +5.1% | +7.1% | -2.1% | +0.7% |
| 1Y | +16.4% | +29.5% | -13.1% | +4.9% |
| 3Y | +199.0% | +415.0% | -216.1% | +57.8% |
| All | +199.0% | +419.9% | -220.9% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling