+486.7%
GS vs WFC
+143.9%
+342.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.1% |
| 7D | -3.2% | +1.2% | -4.5% | -3.9% |
| 30D | -2.4% | +5.2% | -7.6% | -5.7% |
| 3M | -15.7% | -3.0% | -12.7% | -14.2% |
| 6M | -6.8% | +6.2% | -13.0% | -11.2% |
| YTD | -0.1% | -7.9% | +7.9% | +4.5% |
| 1Y | +12.1% | +0.3% | +11.8% | +10.7% |
| 3Y | +185.8% | +117.7% | +68.0% | +65.2% |
| 5Y | +140.1% | +88.4% | +51.7% | +48.7% |
| All | +486.7% | +143.9% | +342.8% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 10y: compounded portfolio wealth divided by compounded WFC 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…
10y analysis · Full analysis span regression · 6 months rolling