+1,704.0%
GS vs WY
+97.2%
+1,606.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +1.2% |
| 7D | -3.2% | +3.1% | -6.3% | -4.9% |
| 30D | -2.4% | +13.0% | -15.4% | -8.9% |
| 3M | -15.7% | -16.8% | +1.1% | -8.0% |
| 6M | -6.8% | -11.2% | +4.4% | -2.5% |
| YTD | -0.1% | -9.1% | +9.0% | +2.6% |
| 1Y | +12.1% | -4.8% | +16.9% | +12.0% |
| 3Y | +185.8% | -25.3% | +211.1% | +218.1% |
| 5Y | +140.1% | -33.2% | +173.3% | +178.7% |
| 10Y | +505.2% | +6.6% | +498.7% | +393.5% |
| All | +1,704.0% | +97.2% | +1,606.8% | +746.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling