+478.5%
GS vs GWW
+696.0%
-217.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.3% |
| 7D | +0.8% | +5.3% | -4.4% | -1.6% |
| 30D | +1.2% | +12.4% | -11.2% | -4.3% |
| 3M | -12.4% | +13.7% | -26.1% | -17.8% |
| 6M | -2.3% | +18.0% | -20.3% | -10.5% |
| YTD | +4.6% | +44.6% | -40.0% | -13.9% |
| 1Y | +17.5% | +53.1% | -35.6% | -6.0% |
| 3Y | +202.0% | +90.2% | +111.8% | +116.2% |
| 5Y | +152.4% | +215.0% | -62.6% | +37.6% |
| 10Y | +478.5% | +658.9% | -180.4% | +122.8% |
| All | +478.5% | +696.0% | -217.4% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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