+185.7%
GS vs TPR
+239.8%
-54.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | -2.3% | +3.2% | +1.6% |
| 30D | -1.6% | -23.0% | +21.4% | +5.7% |
| 3M | -4.5% | -12.5% | +8.0% | -1.7% |
| 6M | +20.9% | -21.4% | +42.3% | +28.1% |
| YTD | +19.9% | -3.5% | +23.4% | +18.8% |
| 1Y | +41.4% | +17.4% | +24.1% | +30.8% |
| 3Y | +239.2% | +291.3% | -52.1% | +107.2% |
| All | +185.7% | +239.8% | -54.1% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling