+2,064.0%
GS vs WFC
+763.2%
+1,300.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | +0.9% | +3.8% | -2.8% | -1.3% |
| 30D | -1.6% | +1.5% | -3.0% | -2.5% |
| 3M | -4.5% | +10.9% | -15.3% | -10.5% |
| 6M | +20.9% | +8.4% | +12.4% | +14.4% |
| YTD | +19.9% | -1.9% | +21.8% | +20.4% |
| 1Y | +41.4% | +12.3% | +29.1% | +30.4% |
| 3Y | +239.2% | +132.3% | +106.8% | +102.4% |
| 5Y | +185.0% | +130.1% | +55.0% | +67.4% |
| 10Y | +655.0% | +134.4% | +520.6% | +320.2% |
| All | +2,064.0% | +763.2% | +1,300.8% | +372.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling