+742.4%
GS vs WU
-19.6%
+762.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.5% |
| 7D | +0.9% | -0.8% | +1.8% | +1.3% |
| 30D | -1.6% | -1.1% | -0.5% | -1.2% |
| 3M | -4.5% | -3.9% | -0.6% | -5.1% |
| 6M | +20.9% | -20.7% | +41.5% | +31.7% |
| YTD | +19.9% | -18.4% | +38.2% | +28.0% |
| 1Y | +41.4% | -8.1% | +49.5% | +40.4% |
| 3Y | +239.2% | -24.2% | +263.3% | +260.5% |
| 5Y | +185.0% | -50.4% | +235.5% | +270.1% |
| 10Y | +655.0% | -40.0% | +695.0% | +747.2% |
| All | +742.4% | -19.6% | +762.0% | +597.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling