+486.7%
GS vs WING
+679.4%
-192.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -3.2% | +9.0% | -12.3% | -4.6% |
| 30D | -2.4% | +39.9% | -42.3% | -7.9% |
| 3M | -15.7% | +40.4% | -56.2% | -21.0% |
| 6M | -6.8% | +12.9% | -19.7% | -10.2% |
| YTD | -0.1% | -31.1% | +31.0% | +3.8% |
| 1Y | +12.1% | -32.7% | +44.8% | +16.6% |
| 3Y | +185.8% | -19.8% | +205.6% | +172.3% |
| 5Y | +140.1% | +4.0% | +136.1% | +107.3% |
| All | +486.7% | +679.4% | -192.7% | +220.6% |
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