+152.4%
GS vs WFC
+91.6%
+60.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.8% | +3.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.9% |
| 30D | +1.2% | +2.9% | -1.7% | -0.6% |
| 3M | -12.4% | -1.4% | -11.0% | -11.7% |
| 6M | -2.3% | +14.3% | -16.7% | -11.2% |
| YTD | +4.6% | -6.2% | +10.8% | +8.1% |
| 1Y | +17.5% | +1.6% | +15.9% | +15.1% |
| 3Y | +202.0% | +126.9% | +75.1% | +75.6% |
| 5Y | +152.4% | +94.0% | +58.4% | +56.3% |
| All | +152.4% | +91.6% | +60.8% | +56.3% |
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