+438.8%
GS vs WU
-38.9%
+477.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.2% |
| 7D | +5.9% | -2.0% | +7.9% | +6.7% |
| 30D | +4.3% | +11.4% | -7.1% | -0.7% |
| 3M | -11.7% | -6.8% | -4.8% | -9.8% |
| 6M | -3.2% | -14.6% | +11.5% | +0.7% |
| YTD | +5.8% | -20.6% | +26.4% | +12.7% |
| 1Y | +16.0% | -15.4% | +31.4% | +19.7% |
| 3Y | +199.8% | -23.6% | +223.4% | +214.6% |
| 5Y | +155.5% | -43.4% | +198.9% | +204.6% |
| All | +438.8% | -38.9% | +477.8% | +501.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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