+438.8%
GS vs WFC
+117.8%
+321.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +5.9% | +2.5% | +3.3% | +4.1% |
| 30D | +4.3% | +7.0% | -2.7% | -0.3% |
| 3M | -11.7% | -1.8% | -9.9% | -10.8% |
| 6M | -3.2% | +18.4% | -21.6% | -14.0% |
| YTD | +5.8% | -5.6% | +11.4% | +8.9% |
| 1Y | +16.0% | +3.9% | +12.1% | +11.8% |
| 3Y | +199.8% | +126.3% | +73.4% | +69.0% |
| 5Y | +155.5% | +91.1% | +64.4% | +56.9% |
| All | +438.8% | +117.8% | +321.1% | +184.7% |
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