+186.8%
GS vs WM
+50.2%
+136.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.3% |
| 7D | -6.3% | +4.5% | -10.8% | -6.2% |
| 30D | -3.1% | +16.1% | -19.2% | -3.0% |
| 3M | -17.7% | +8.0% | -25.7% | -17.6% |
| 6M | -4.6% | +8.4% | -13.0% | -4.7% |
| YTD | +0.3% | +11.2% | -10.9% | -0.9% |
| 1Y | +11.7% | +22.3% | -10.6% | +7.9% |
| All | +186.8% | +50.2% | +136.6% | +177.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling