+12.1%
GS vs W
+10.8%
+1.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.1% |
| 7D | -3.2% | -3.6% | +0.4% | -2.5% |
| 30D | -2.4% | +7.0% | -9.4% | -3.5% |
| 3M | -15.7% | +7.4% | -23.1% | -17.0% |
| 6M | -6.8% | +69.3% | -76.1% | -18.4% |
| YTD | -0.1% | +11.3% | -11.3% | -5.4% |
| 1Y | +12.1% | +13.2% | -1.1% | +5.7% |
| All | +12.1% | +10.8% | +1.3% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling