+411.1%
GS vs TW
+285.7%
+125.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.5% |
| 7D | -6.3% | +7.3% | -13.6% | -8.0% |
| 30D | -3.1% | +18.6% | -21.8% | -7.3% |
| 3M | -17.7% | +24.8% | -42.5% | -22.4% |
| 6M | -4.6% | +16.1% | -20.6% | -9.1% |
| YTD | +0.3% | +19.1% | -18.8% | -5.9% |
| 1Y | +11.7% | +22.8% | -11.1% | +3.7% |
| 3Y | +183.6% | +40.4% | +143.2% | +147.1% |
| 5Y | +141.0% | +37.9% | +103.1% | +106.5% |
| All | +411.1% | +285.7% | +125.4% | +212.3% |
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 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