+199.8%
GS vs TRV
+149.8%
+49.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.9% | +2.0% | +3.8% | +5.3% |
| 30D | +4.3% | +6.7% | -2.4% | +2.7% |
| 3M | -11.7% | +9.4% | -21.0% | -13.6% |
| 6M | -3.2% | +37.7% | -40.9% | -12.2% |
| YTD | +5.8% | +40.6% | -34.8% | -5.1% |
| 1Y | +16.0% | +42.4% | -26.4% | +3.5% |
| 3Y | +199.8% | +148.1% | +51.6% | +169.5% |
| All | +199.8% | +149.8% | +49.9% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling