+2,064.0%
GS vs BWA
+1,385.9%
+678.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.3% |
| 7D | +0.9% | +5.7% | -4.7% | -1.8% |
| 30D | -1.6% | +1.4% | -3.0% | -2.4% |
| 3M | -4.5% | -12.1% | +7.6% | +1.3% |
| 6M | +20.9% | +28.6% | -7.7% | +5.9% |
| YTD | +19.9% | +51.1% | -31.2% | -5.2% |
| 1Y | +41.4% | +55.9% | -14.5% | +9.6% |
| 3Y | +239.2% | +70.1% | +169.0% | +144.1% |
| 5Y | +185.0% | +90.7% | +94.4% | +87.3% |
| 10Y | +655.0% | +154.0% | +501.0% | +296.0% |
| All | +2,064.0% | +1,385.9% | +678.2% | +244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling