+1,287.7%
GS vs TPR
+7,380.8%
-6,093.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +0.9% | -2.7% | +3.6% | +1.9% |
| 30D | -1.6% | -23.3% | +21.7% | +7.2% |
| 3M | -4.5% | -12.8% | +8.3% | -1.0% |
| 6M | +20.9% | -21.7% | +42.6% | +29.6% |
| YTD | +19.9% | -3.9% | +23.8% | +18.9% |
| 1Y | +41.4% | +16.9% | +24.5% | +29.7% |
| 3Y | +239.2% | +289.8% | -50.6% | +93.5% |
| 5Y | +185.0% | +241.9% | -56.9% | +62.4% |
| 10Y | +655.0% | +322.7% | +332.3% | +242.1% |
| All | +1,287.7% | +7,380.8% | -6,093.0% | +116.0% |
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