+141.0%
GS vs WING
+7.0%
+133.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.2% | -6.2% |
| 7D | -6.3% | +14.0% | -20.3% | -8.0% |
| 30D | -3.1% | +47.7% | -50.9% | -8.4% |
| 3M | -17.7% | +34.2% | -51.8% | -21.4% |
| 6M | -4.6% | +13.6% | -18.1% | -7.5% |
| YTD | +0.3% | -30.0% | +30.3% | +3.9% |
| 1Y | +11.7% | -33.9% | +45.6% | +16.4% |
| 3Y | +183.6% | -18.7% | +202.3% | +168.5% |
| 5Y | +141.0% | +5.5% | +135.4% | +103.0% |
| All | +141.0% | +7.0% | +133.9% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling