+654.3%
GS vs WM
+306.5%
+347.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | +0.9% | -0.3% | +1.2% | +1.1% |
| 30D | -1.6% | -2.4% | +0.8% | -0.5% |
| 3M | -4.5% | +0.4% | -4.9% | -5.8% |
| 6M | +20.9% | -9.5% | +30.4% | +25.3% |
| YTD | +19.9% | +0.5% | +19.4% | +16.8% |
| 1Y | +41.4% | -1.1% | +42.5% | +38.4% |
| 3Y | +239.2% | +46.0% | +193.1% | +153.4% |
| 5Y | +185.0% | +51.8% | +133.2% | +102.2% |
| All | +654.3% | +306.5% | +347.8% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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