+486.7%
GS vs WU
-36.0%
+522.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.4% |
| 7D | -3.2% | +11.7% | -14.9% | -7.7% |
| 30D | -2.4% | +12.6% | -15.0% | -7.5% |
| 3M | -15.7% | -0.5% | -15.2% | -16.2% |
| 6M | -6.8% | -18.2% | +11.4% | -1.1% |
| YTD | -0.1% | -19.0% | +18.9% | +5.6% |
| 1Y | +12.1% | -16.7% | +28.8% | +16.6% |
| 3Y | +185.8% | -21.0% | +206.8% | +195.7% |
| 5Y | +140.1% | -41.7% | +181.8% | +182.1% |
| All | +486.7% | -36.0% | +522.7% | +566.0% |
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