+445.1%
GS vs TW
+294.9%
+150.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | -0.1% | +2.8% | -3.0% | -0.8% |
| 30D | +3.7% | +18.1% | -14.4% | -0.7% |
| 3M | -10.0% | +25.2% | -35.2% | -15.2% |
| 6M | -1.0% | +19.1% | -20.1% | -6.3% |
| YTD | +7.0% | +21.9% | -14.9% | -0.3% |
| 1Y | +16.6% | +18.9% | -2.3% | +9.5% |
| 3Y | +204.4% | +41.7% | +162.7% | +165.0% |
| 5Y | +160.0% | +40.4% | +119.6% | +122.0% |
| All | +445.1% | +294.9% | +150.2% | +231.2% |
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