+542.1%
GS vs W
+243.2%
+298.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.0% | -7.4% | +2.1% |
| 7D | +0.3% | +8.4% | -8.1% | -0.8% |
| 30D | +3.9% | +16.5% | -12.6% | +1.7% |
| 3M | -11.4% | +6.4% | -17.9% | -12.5% |
| 6M | +3.7% | +90.5% | -86.8% | -6.1% |
| YTD | +7.1% | +23.1% | -15.9% | +2.0% |
| 1Y | +19.7% | +24.3% | -4.6% | +13.5% |
| 3Y | +202.8% | +149.0% | +53.8% | +149.3% |
| 5Y | +156.7% | -51.7% | +208.4% | +133.5% |
| 10Y | +548.7% | +280.1% | +268.6% | +303.7% |
| All | +542.1% | +243.2% | +298.9% | +299.2% |
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 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