+141.0%
GS vs TPR
+255.9%
-115.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.1% | -13.4% | -8.4% |
| 7D | -6.3% | +13.9% | -20.2% | -10.1% |
| 30D | -3.1% | +14.9% | -18.1% | -7.4% |
| 3M | -17.7% | -15.4% | -2.3% | -14.3% |
| 6M | -4.6% | -4.5% | -0.1% | -5.2% |
| YTD | +0.3% | +6.0% | -5.7% | -3.8% |
| 1Y | +11.7% | +24.3% | -12.6% | +1.5% |
| 3Y | +183.6% | +412.8% | -229.3% | +58.2% |
| 5Y | +141.0% | +258.4% | -117.5% | +46.6% |
| All | +141.0% | +255.9% | -115.0% | +46.6% |
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