+478.5%
GS vs BWA
+101.5%
+377.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.4% | -0.7% | +2.2% |
| 7D | +0.8% | -0.6% | +1.4% | +1.1% |
| 30D | +1.2% | -16.1% | +17.3% | +9.6% |
| 3M | -12.4% | -24.6% | +12.2% | -0.6% |
| 6M | -2.3% | -15.7% | +13.4% | +4.6% |
| YTD | +4.6% | +15.1% | -10.5% | -5.7% |
| 1Y | +17.5% | +15.9% | +1.6% | +5.4% |
| 3Y | +202.0% | +67.1% | +134.9% | +120.3% |
| 5Y | +152.4% | +34.7% | +117.6% | +96.4% |
| 10Y | +478.5% | +99.5% | +379.0% | +234.2% |
| All | +478.5% | +101.5% | +377.1% | +234.2% |
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