+433.0%
GS vs TW
+287.8%
+145.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.6% |
| 7D | +0.8% | +3.4% | -2.6% | 0.0% |
| 30D | +1.2% | +15.5% | -14.2% | -2.5% |
| 3M | -12.4% | +25.1% | -37.5% | -17.5% |
| 6M | -2.3% | +18.2% | -20.5% | -7.4% |
| YTD | +4.6% | +19.7% | -15.1% | -2.0% |
| 1Y | +17.5% | +18.1% | -0.6% | +10.5% |
| 3Y | +202.0% | +40.5% | +161.5% | +163.2% |
| 5Y | +152.4% | +37.1% | +115.3% | +116.9% |
| All | +433.0% | +287.8% | +145.2% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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