+457.2%
GS vs TRV
+362.3%
+94.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.4% |
| 7D | +1.6% | +1.4% | +0.2% | +0.8% |
| 30D | +1.7% | +8.7% | -7.0% | -3.2% |
| 3M | -11.6% | +7.1% | -18.6% | -15.2% |
| 6M | -1.9% | +35.5% | -37.4% | -19.6% |
| YTD | +5.1% | +39.7% | -34.7% | -16.0% |
| 1Y | +16.4% | +44.1% | -27.7% | -8.8% |
| 3Y | +199.0% | +148.1% | +50.8% | +59.0% |
| 5Y | +157.4% | +178.6% | -21.1% | +23.6% |
| 10Y | +457.2% | +352.5% | +104.7% | +83.2% |
| All | +457.2% | +362.3% | +94.9% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling