+438.8%
GS vs WING
+620.3%
-181.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +5.9% | -2.5% | +8.4% | +6.3% |
| 30D | +4.3% | +29.5% | -25.2% | -0.3% |
| 3M | -11.7% | +40.2% | -51.8% | -17.1% |
| 6M | -3.2% | +32.7% | -35.9% | -9.3% |
| YTD | +5.8% | -32.8% | +38.6% | +10.3% |
| 1Y | +16.0% | -31.7% | +47.7% | +20.3% |
| 3Y | +199.8% | -24.7% | +224.5% | +188.9% |
| 5Y | +155.5% | -0.5% | +156.0% | +122.4% |
| All | +438.8% | +620.3% | -181.4% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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