+186.8%
GS vs W
+126.8%
+60.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.2% | +1.9% | -4.9% |
| 7D | -6.3% | -5.6% | -0.7% | -5.4% |
| 30D | -3.1% | +7.5% | -10.7% | -4.4% |
| 3M | -17.7% | +5.4% | -23.1% | -18.7% |
| 6M | -4.6% | +79.4% | -84.0% | -15.9% |
| YTD | +0.3% | +12.9% | -12.6% | -4.9% |
| 1Y | +11.7% | +12.4% | -0.7% | +5.7% |
| All | +186.8% | +126.8% | +60.1% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling