+510.9%
GS vs TW
+221.1%
+289.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | +0.9% | -2.3% | +3.3% | +1.5% |
| 30D | -1.6% | +3.9% | -5.5% | -2.6% |
| 3M | -4.5% | +5.7% | -10.2% | -6.7% |
| 6M | +20.9% | -14.5% | +35.4% | +25.1% |
| YTD | +19.9% | -0.9% | +20.8% | +18.1% |
| 1Y | +41.4% | -13.5% | +54.9% | +45.1% |
| 3Y | +239.2% | +25.0% | +214.2% | +203.1% |
| 5Y | +185.0% | +22.7% | +162.4% | +150.1% |
| All | +510.9% | +221.1% | +289.8% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling