+438.8%
GS vs KWEB
-21.5%
+460.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.9% | -7.8% | +13.7% | +7.8% |
| 30D | +4.3% | -6.4% | +10.8% | +5.8% |
| 3M | -11.7% | -14.6% | +2.9% | -8.6% |
| 6M | -3.2% | -25.0% | +21.9% | +3.0% |
| YTD | +5.8% | -32.7% | +38.5% | +15.3% |
| 1Y | +16.0% | -37.3% | +53.3% | +28.4% |
| 3Y | +199.8% | -5.9% | +205.7% | +195.1% |
| 5Y | +155.5% | -47.1% | +202.6% | +182.2% |
| All | +438.8% | -21.5% | +460.4% | +389.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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