-13.7%
T vs GS
-3.6%
-10.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.3% | -0.8% |
| 7D | +4.3% | -6.3% | +10.6% | +3.4% |
| 30D | -9.7% | -3.1% | -6.5% | -9.9% |
| 3M | -4.3% | -17.7% | +13.3% | -6.6% |
| 6M | -13.7% | -4.6% | -9.1% | -17.3% |
| All | -13.7% | -3.6% | -10.1% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling