+141.0%
GS vs BWA
+22.8%
+118.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.7% | -0.7% | -4.0% |
| 7D | -6.3% | -10.8% | +4.5% | -1.8% |
| 30D | -3.1% | -25.0% | +21.8% | +8.9% |
| 3M | -17.7% | -28.6% | +11.0% | -5.7% |
| 6M | -4.6% | -16.6% | +12.0% | +2.0% |
| YTD | +0.3% | +6.3% | -6.0% | -5.6% |
| 1Y | +11.7% | +7.2% | +4.5% | +4.6% |
| 3Y | +183.6% | +48.2% | +135.4% | +122.3% |
| 5Y | +141.0% | +23.4% | +117.5% | +95.3% |
| All | +141.0% | +22.8% | +118.2% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling