+437.1%
GS vs BWA
+94.6%
+342.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +5.1% | +7.3% | -2.1% | +1.7% |
| 30D | +2.4% | -15.8% | +18.2% | +10.8% |
| 3M | -11.5% | -25.7% | +14.3% | +1.2% |
| 6M | -2.5% | -19.6% | +17.1% | +6.7% |
| YTD | +5.5% | +14.1% | -8.6% | -4.5% |
| 1Y | +11.0% | +12.2% | -1.1% | +1.1% |
| 3Y | +200.1% | +63.8% | +136.2% | +121.0% |
| 5Y | +154.7% | +28.7% | +126.0% | +102.9% |
| All | +437.1% | +94.6% | +342.5% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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