+618.7%
GS vs W
+176.2%
+442.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | -0.3% |
| 7D | +0.9% | -4.2% | +5.1% | +1.5% |
| 30D | -1.6% | -7.6% | +6.0% | -0.6% |
| 3M | -4.5% | +37.2% | -41.6% | -9.3% |
| 6M | +20.9% | +26.3% | -5.4% | +15.4% |
| YTD | +19.9% | -1.0% | +20.9% | +17.8% |
| 1Y | +41.4% | +20.1% | +21.3% | +34.4% |
| 3Y | +239.2% | +37.8% | +201.4% | +199.8% |
| 5Y | +185.0% | -63.7% | +248.7% | +169.2% |
| 10Y | +655.0% | +156.3% | +498.6% | +390.1% |
| All | +618.7% | +176.2% | +442.5% | +360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling