+1,833.6%
GS vs WM
+622.6%
+1,210.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +1.9% | +2.8% |
| 7D | +0.3% | +5.9% | -5.6% | -2.3% |
| 30D | +3.9% | +15.4% | -11.5% | -2.9% |
| 3M | -11.4% | +6.3% | -17.8% | -14.3% |
| 6M | +3.7% | +5.6% | -1.9% | -0.3% |
| YTD | +7.1% | +9.9% | -2.8% | +0.4% |
| 1Y | +19.7% | +20.8% | -1.2% | +7.2% |
| 3Y | +202.8% | +48.5% | +154.3% | +142.1% |
| 5Y | +156.7% | +60.6% | +96.1% | +95.4% |
| 10Y | +548.7% | +349.8% | +198.9% | +208.6% |
| All | +1,833.6% | +622.6% | +1,210.9% | +528.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling