+452.7%
GS vs TRI
+238.3%
+214.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +1.0% |
| 7D | -3.2% | -4.8% | +1.6% | -2.1% |
| 30D | -2.4% | +13.4% | -15.8% | -6.5% |
| 3M | -15.7% | +13.1% | -28.9% | -19.9% |
| 6M | -6.8% | +24.4% | -31.2% | -16.4% |
| YTD | -0.1% | -11.4% | +11.4% | +2.2% |
| 1Y | +12.1% | -15.6% | +27.7% | +17.2% |
| 3Y | +185.8% | -6.5% | +192.2% | +169.9% |
| 5Y | +140.1% | +5.3% | +134.8% | +107.5% |
| All | +452.7% | +238.3% | +214.5% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling