+437.3%
GS vs TW
+298.0%
+139.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +5.1% | +3.2% | +1.9% | +4.3% |
| 30D | +2.4% | +19.7% | -17.3% | -2.2% |
| 3M | -11.5% | +26.8% | -38.3% | -16.9% |
| 6M | -2.5% | +20.9% | -23.4% | -8.1% |
| YTD | +5.5% | +22.9% | -17.4% | -1.9% |
| 1Y | +11.0% | +20.4% | -9.3% | +3.9% |
| 3Y | +200.1% | +42.9% | +157.2% | +160.7% |
| 5Y | +154.7% | +40.2% | +114.5% | +117.7% |
| All | +437.3% | +298.0% | +139.3% | +225.8% |
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