+130.4%
TLT vs GS
+1,631.5%
-1,501.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | -0.5% |
| 7D | +0.5% | -6.3% | +6.9% | -0.2% |
| 30D | +6.0% | -3.1% | +9.2% | +5.7% |
| 3M | -0.9% | -17.7% | +16.7% | -3.0% |
| 6M | -2.6% | -4.6% | +1.9% | -2.8% |
| YTD | -3.1% | +0.3% | -3.4% | -2.6% |
| 1Y | -4.4% | +11.7% | -16.1% | -2.5% |
| 3Y | +5.5% | +183.6% | -178.1% | +21.8% |
| 5Y | -34.7% | +141.0% | -175.7% | -25.6% |
| 10Y | -17.6% | +507.4% | -525.0% | +10.8% |
| All | +130.4% | +1,631.5% | -1,501.1% | +295.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling