+452.7%
GS vs TRV
+372.9%
+79.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.7% |
| 7D | -3.2% | -0.3% | -3.0% | -3.0% |
| 30D | -2.4% | +9.6% | -12.0% | -7.5% |
| 3M | -15.7% | +2.7% | -18.5% | -17.2% |
| 6M | -6.8% | +32.0% | -38.8% | -22.4% |
| YTD | -0.1% | +37.8% | -37.8% | -19.4% |
| 1Y | +12.1% | +45.2% | -33.1% | -12.7% |
| 3Y | +185.8% | +145.3% | +40.5% | +52.8% |
| 5Y | +140.1% | +172.3% | -32.2% | +16.7% |
| All | +452.7% | +372.9% | +79.9% | +71.1% |
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