+1,139.9%
GS vs TPR
+7,574.9%
-6,435.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | 0.0% | +2.3% |
| 7D | +0.3% | +12.6% | -12.3% | -3.9% |
| 30D | +3.9% | +7.1% | -3.3% | +1.2% |
| 3M | -11.4% | -19.4% | +7.9% | -5.6% |
| 6M | +3.7% | -9.7% | +13.4% | +5.3% |
| YTD | +7.1% | -1.0% | +8.1% | +4.8% |
| 1Y | +19.7% | +19.3% | +0.4% | +8.9% |
| 3Y | +202.8% | +379.0% | -176.1% | +60.0% |
| 5Y | +156.7% | +239.1% | -82.4% | +46.8% |
| 10Y | +548.7% | +364.0% | +184.7% | +183.4% |
| All | +1,139.9% | +7,574.9% | -6,435.0% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling