+448.8%
GS vs W
+219.1%
+229.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.2% | +1.0% |
| 7D | +1.6% | +1.1% | +0.5% | +1.4% |
| 30D | +1.7% | +6.4% | -4.8% | +0.7% |
| 3M | -11.6% | +9.0% | -20.6% | -12.9% |
| 6M | -1.9% | +69.8% | -71.7% | -10.3% |
| YTD | +5.1% | +12.1% | -7.0% | +1.1% |
| 1Y | +16.4% | 0.0% | +16.4% | +13.5% |
| 3Y | +199.0% | +160.3% | +38.6% | +141.6% |
| 5Y | +157.4% | -53.3% | +210.7% | +135.2% |
| All | +448.8% | +219.1% | +229.7% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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