+185.8%
GS vs W
+123.5%
+62.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.1% |
| 7D | -3.2% | -3.6% | +0.4% | -2.6% |
| 30D | -2.4% | +7.0% | -9.4% | -3.6% |
| 3M | -15.7% | +7.4% | -23.1% | -17.1% |
| 6M | -6.8% | +69.3% | -76.1% | -17.0% |
| YTD | -0.1% | +11.3% | -11.3% | -5.0% |
| 1Y | +12.1% | +13.2% | -1.1% | +5.9% |
| 3Y | +185.8% | +142.0% | +43.8% | +114.9% |
| All | +185.8% | +123.5% | +62.3% | +114.9% |
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 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