+185.7%
GS vs TRU
-33.8%
+219.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +2.0% |
| 7D | +0.9% | -6.8% | +7.7% | +3.2% |
| 30D | -1.6% | 0.0% | -1.6% | -1.8% |
| 3M | -4.5% | +13.3% | -17.8% | -9.5% |
| 6M | +20.9% | +3.4% | +17.4% | +17.6% |
| YTD | +19.9% | -6.4% | +26.3% | +19.9% |
| 1Y | +41.4% | -9.7% | +51.1% | +42.3% |
| 3Y | +239.2% | +0.1% | +239.0% | +223.3% |
| All | +185.7% | -33.8% | +219.5% | +213.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling