+642.6%
GS vs TRV
+282.1%
+360.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.4% |
| 7D | +3.4% | +0.5% | +2.9% | +3.1% |
| 30D | +0.2% | -4.9% | +5.0% | +3.0% |
| 3M | -0.3% | +23.7% | -24.1% | -13.5% |
| 6M | +27.4% | +20.3% | +7.1% | +12.0% |
| YTD | +19.6% | +27.1% | -7.4% | +1.3% |
| 1Y | +42.5% | +35.3% | +7.1% | +15.5% |
| 3Y | +240.4% | +139.8% | +100.6% | +84.0% |
| 5Y | +188.9% | +153.9% | +35.0% | +46.9% |
| 10Y | +642.6% | +285.9% | +356.7% | +179.0% |
| All | +642.6% | +282.1% | +360.4% | +179.0% |
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