+185.7%
GS vs WFC
+129.3%
+56.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | +0.9% | +3.8% | -2.8% | -1.5% |
| 30D | -1.6% | +1.5% | -3.0% | -2.6% |
| 3M | -4.5% | +10.9% | -15.3% | -11.1% |
| 6M | +20.9% | +8.4% | +12.4% | +13.6% |
| YTD | +19.9% | -1.9% | +21.8% | +20.3% |
| 1Y | +41.4% | +12.3% | +29.1% | +29.2% |
| 3Y | +239.2% | +132.3% | +106.8% | +94.8% |
| All | +185.7% | +129.3% | +56.4% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling