+2,064.0%
GS vs WY
+116.4%
+1,947.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.4% |
| 7D | +0.9% | -1.7% | +2.7% | +1.8% |
| 30D | -1.6% | -10.1% | +8.5% | +3.9% |
| 3M | -4.5% | -5.1% | +0.7% | -2.7% |
| 6M | +20.9% | -4.8% | +25.7% | +22.6% |
| YTD | +19.9% | -0.2% | +20.1% | +18.0% |
| 1Y | +41.4% | -6.6% | +48.0% | +43.3% |
| 3Y | +239.2% | -22.7% | +261.9% | +273.5% |
| 5Y | +185.0% | -22.2% | +207.3% | +205.7% |
| 10Y | +655.0% | +7.3% | +647.7% | +516.7% |
| All | +2,064.0% | +116.4% | +1,947.7% | +873.2% |
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