+409.2%
GS vs TW
+286.2%
+123.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.2% | +4.2% | -7.4% | -4.2% |
| 30D | -2.4% | +18.9% | -21.3% | -6.7% |
| 3M | -15.7% | +23.8% | -39.5% | -20.4% |
| 6M | -6.8% | +17.0% | -23.8% | -11.4% |
| YTD | -0.1% | +19.2% | -19.3% | -6.3% |
| 1Y | +12.1% | +20.1% | -8.0% | +4.8% |
| 3Y | +185.8% | +40.5% | +145.3% | +149.0% |
| 5Y | +140.1% | +38.0% | +102.0% | +105.7% |
| All | +409.2% | +286.2% | +123.0% | +211.1% |
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