+155.6%
GS vs WY
-31.4%
+187.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.4% |
| 7D | +5.9% | -0.8% | +6.7% | +6.2% |
| 30D | +4.3% | +10.1% | -5.8% | -0.3% |
| 3M | -11.7% | -15.4% | +3.7% | -5.4% |
| 6M | -3.2% | -8.3% | +5.1% | -0.8% |
| YTD | +5.8% | -9.8% | +15.6% | +8.5% |
| 1Y | +16.0% | -3.9% | +19.9% | +15.2% |
| 3Y | +199.8% | -23.3% | +223.1% | +225.9% |
| All | +155.6% | -31.4% | +187.0% | +199.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling