+642.6%
GS vs WY
+5.5%
+637.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.5% |
| 7D | +3.4% | -2.1% | +5.4% | +4.4% |
| 30D | +0.2% | -10.5% | +10.7% | +5.6% |
| 3M | -0.3% | -4.9% | +4.5% | +1.3% |
| 6M | +27.4% | -4.9% | +32.3% | +29.1% |
| YTD | +19.6% | -1.7% | +21.3% | +18.7% |
| 1Y | +42.5% | -9.4% | +51.8% | +46.6% |
| 3Y | +240.4% | -22.3% | +262.7% | +272.6% |
| 5Y | +188.9% | -20.5% | +209.4% | +206.1% |
| 10Y | +642.6% | +4.9% | +637.6% | +507.3% |
| All | +642.6% | +5.5% | +637.1% | +507.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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