+199.0%
GS vs TW
+41.9%
+157.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | +1.6% | +3.1% | -1.5% | +1.4% |
| 30D | +1.7% | +16.7% | -15.0% | +0.9% |
| 3M | -11.6% | +25.2% | -36.8% | -12.6% |
| 6M | -1.9% | +19.5% | -21.4% | -2.5% |
| YTD | +5.1% | +21.0% | -15.9% | +3.6% |
| 1Y | +16.4% | +19.0% | -2.5% | +15.2% |
| 3Y | +199.0% | +40.7% | +158.3% | +211.7% |
| All | +199.0% | +41.9% | +157.1% | +211.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling