+139.3%
GS vs TRU
-26.8%
+166.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | -3.2% | +5.7% | -8.9% | -4.9% |
| 30D | -2.4% | +29.2% | -31.6% | -10.5% |
| 3M | -15.7% | +2.7% | -18.4% | -17.1% |
| 6M | -6.8% | +15.2% | -22.0% | -12.8% |
| YTD | -0.1% | -4.9% | +4.8% | -1.2% |
| 1Y | +12.1% | +3.4% | +8.7% | +7.3% |
| 3Y | +185.8% | +63.2% | +122.6% | +130.9% |
| All | +139.3% | -26.8% | +166.1% | +150.6% |
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