+457.2%
GS vs WY
0.0%
+457.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.6% |
| 7D | +1.6% | +0.2% | +1.4% | +1.4% |
| 30D | +1.7% | +8.0% | -6.3% | -2.5% |
| 3M | -11.6% | -17.7% | +6.1% | -3.5% |
| 6M | -1.9% | -10.8% | +8.9% | +2.1% |
| YTD | +5.1% | -10.6% | +15.7% | +8.6% |
| 1Y | +16.4% | -5.7% | +22.1% | +16.9% |
| 3Y | +199.0% | -24.8% | +223.7% | +230.0% |
| 5Y | +157.4% | -31.7% | +189.2% | +194.0% |
| 10Y | +457.2% | +2.9% | +454.3% | +378.1% |
| All | +457.2% | 0.0% | +457.2% | +378.1% |
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