-34.7%
TLT vs GS
+138.4%
-173.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.3% |
| 7D | +0.5% | -6.3% | +6.9% | +0.7% |
| 30D | +6.0% | -3.1% | +9.2% | +6.1% |
| 3M | -0.9% | -17.7% | +16.7% | -0.5% |
| 6M | -2.6% | -4.6% | +1.9% | -2.5% |
| YTD | -3.1% | +0.3% | -3.4% | -3.1% |
| 1Y | -4.4% | +11.7% | -16.1% | -4.4% |
| 3Y | +5.5% | +183.6% | -178.1% | +4.1% |
| 5Y | -34.7% | +141.0% | -175.7% | -37.7% |
| All | -34.7% | +138.4% | -173.1% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling