+511.8%
GS vs TRU
+238.0%
+273.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +2.4% |
| 7D | +0.9% | -6.8% | +7.7% | +3.7% |
| 30D | -1.6% | 0.0% | -1.6% | -1.9% |
| 3M | -4.5% | +13.3% | -17.8% | -10.6% |
| 6M | +20.9% | +3.4% | +17.4% | +16.7% |
| YTD | +19.9% | -6.4% | +26.3% | +19.5% |
| 1Y | +41.4% | -9.7% | +51.1% | +41.8% |
| 3Y | +239.2% | +0.1% | +239.0% | +211.0% |
| 5Y | +185.0% | -34.0% | +219.1% | +209.5% |
| 10Y | +655.0% | +147.9% | +507.1% | +364.0% |
| All | +511.8% | +238.0% | +273.8% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling