+160.0%
GS vs BWA
+32.2%
+127.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.2% |
| 7D | -0.1% | +1.7% | -1.8% | -0.8% |
| 30D | +3.7% | -14.6% | +18.3% | +10.5% |
| 3M | -10.0% | -26.2% | +16.3% | +1.7% |
| 6M | -1.0% | -18.4% | +17.4% | +6.8% |
| YTD | +7.0% | +14.7% | -7.7% | -2.4% |
| 1Y | +16.6% | +13.3% | +3.3% | +6.8% |
| 3Y | +204.4% | +64.7% | +139.7% | +128.1% |
| 5Y | +160.0% | +32.2% | +127.9% | +105.7% |
| All | +160.0% | +32.2% | +127.8% | +105.7% |
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