+1,964.6%
GS vs TRI
+561.6%
+1,402.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +3.1% |
| 7D | +0.9% | -0.5% | +1.5% | +1.1% |
| 30D | -1.6% | +7.9% | -9.4% | -6.5% |
| 3M | -4.5% | +24.1% | -28.5% | -19.4% |
| 6M | +20.9% | +3.8% | +17.1% | +9.9% |
| YTD | +19.9% | -16.9% | +36.7% | +22.5% |
| 1Y | +41.4% | -38.4% | +79.8% | +74.7% |
| 3Y | +239.2% | -12.2% | +251.4% | +217.4% |
| 5Y | +185.0% | -1.8% | +186.8% | +141.4% |
| 10Y | +655.0% | +207.6% | +447.3% | +169.6% |
| All | +1,964.6% | +561.6% | +1,402.9% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling