+61.0%
T vs GS
+184.4%
-123.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.3% | 0.0% |
| 7D | +4.3% | -6.3% | +10.6% | +4.3% |
| 30D | -9.7% | -3.1% | -6.5% | -9.7% |
| 3M | -4.3% | -17.7% | +13.3% | -4.1% |
| 6M | -13.7% | -4.6% | -9.1% | -14.0% |
| YTD | -8.0% | +0.3% | -8.3% | -8.8% |
| 1Y | -6.9% | +11.7% | -18.6% | -8.6% |
| All | +61.0% | +184.4% | -123.4% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling