+410.0%
GS vs TRU
+243.5%
+166.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | -3.2% | +5.7% | -8.9% | -5.3% |
| 30D | -2.4% | +29.2% | -31.6% | -12.4% |
| 3M | -15.7% | +2.7% | -18.4% | -17.6% |
| 6M | -6.8% | +15.2% | -22.0% | -14.2% |
| YTD | -0.1% | -4.9% | +4.8% | -1.9% |
| 1Y | +12.1% | +3.4% | +8.7% | +6.0% |
| 3Y | +185.8% | +63.2% | +122.6% | +113.6% |
| 5Y | +140.1% | -26.6% | +166.7% | +146.0% |
| 10Y | +505.2% | +172.8% | +332.4% | +254.8% |
| All | +410.0% | +243.5% | +166.5% | +182.9% |
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