+457.2%
GS vs TRU
+174.2%
+283.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | +1.6% | +4.6% | -3.0% | -0.2% |
| 30D | +1.7% | +25.4% | -23.8% | -7.6% |
| 3M | -11.6% | +4.0% | -15.5% | -13.9% |
| 6M | -1.9% | +14.5% | -16.4% | -9.4% |
| YTD | +5.1% | -3.7% | +8.8% | +2.7% |
| 1Y | +16.4% | +2.8% | +13.6% | +10.4% |
| 3Y | +199.0% | +58.5% | +140.4% | +125.7% |
| 5Y | +157.4% | -25.0% | +182.5% | +163.5% |
| 10Y | +457.2% | +186.0% | +271.2% | +271.1% |
| All | +457.2% | +174.2% | +283.1% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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