+42.5%
GS vs TRI
-41.0%
+83.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.4% |
| 7D | +3.4% | -7.1% | +10.5% | +3.1% |
| 30D | +0.2% | -2.3% | +2.5% | +0.2% |
| 3M | -0.3% | +19.6% | -19.9% | -0.3% |
| 6M | +27.4% | -8.7% | +36.1% | +30.5% |
| YTD | +19.6% | -22.3% | +41.9% | +21.5% |
| 1Y | +42.5% | -40.7% | +83.1% | +49.4% |
| All | +42.5% | -41.0% | +83.5% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling