+1,621.1%
GS vs TRI
+604.8%
+1,016.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +2.2% |
| 7D | -3.2% | -4.8% | +1.6% | -1.2% |
| 30D | -2.4% | +13.4% | -15.8% | -10.1% |
| 3M | -15.7% | +13.1% | -28.9% | -23.7% |
| 6M | -6.8% | +24.4% | -31.2% | -24.2% |
| YTD | -0.1% | -11.4% | +11.4% | -3.5% |
| 1Y | +12.1% | -15.6% | +27.7% | +11.5% |
| 3Y | +185.8% | -6.5% | +192.2% | +152.7% |
| 5Y | +140.1% | +5.3% | +134.8% | +91.7% |
| 10Y | +505.2% | +239.9% | +265.3% | +99.0% |
| All | +1,621.1% | +604.8% | +1,016.3% | +183.6% |
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