+3.7%
GS vs W
+87.3%
-83.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.0% | -7.4% | +1.9% |
| 7D | +0.3% | +8.4% | -8.1% | -1.0% |
| 30D | +3.9% | +16.5% | -12.6% | +1.5% |
| 3M | -11.4% | +6.4% | -17.9% | -12.5% |
| 6M | +3.7% | +90.5% | -86.8% | -9.9% |
| All | +3.7% | +87.3% | -83.6% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling