-6.4%
T vs GS
+21.8%
-28.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +2.5% |
| 7D | +5.5% | +0.3% | +5.2% | +5.5% |
| 30D | -8.9% | +3.9% | -12.8% | -8.5% |
| 3M | -5.6% | -11.4% | +5.9% | -6.9% |
| 6M | -14.3% | +3.7% | -18.0% | -13.7% |
| YTD | -7.9% | +7.1% | -15.0% | -6.8% |
| 1Y | -6.4% | +19.7% | -26.1% | -5.7% |
| All | -6.4% | +21.8% | -28.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling