+155.6%
GS vs TRU
-26.5%
+182.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.9% | 0.0% | +5.8% | +5.9% |
| 30D | +4.3% | +21.3% | -17.0% | -2.4% |
| 3M | -11.7% | +0.2% | -11.9% | -12.4% |
| 6M | -3.2% | +22.4% | -25.6% | -11.2% |
| YTD | +5.8% | -4.8% | +10.6% | +4.6% |
| 1Y | +16.0% | -0.2% | +16.2% | +12.6% |
| 3Y | +199.8% | +57.9% | +141.8% | +144.9% |
| All | +155.6% | -26.5% | +182.0% | +168.4% |
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