-16.9%
TLT vs GS
+494.8%
-511.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +0.1% | -3.2% | +3.3% | -0.2% |
| 30D | +6.2% | -2.4% | +8.6% | +6.0% |
| 3M | -0.3% | -15.7% | +15.4% | -1.9% |
| 6M | -3.4% | -6.8% | +3.4% | -3.7% |
| YTD | -3.1% | -0.1% | -3.1% | -2.6% |
| 1Y | -5.2% | +12.1% | -17.3% | -3.4% |
| 3Y | +6.5% | +185.8% | -179.3% | +23.3% |
| 5Y | -34.7% | +140.1% | -174.8% | -26.1% |
| All | -16.9% | +494.8% | -511.7% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling