+41.4%
GS vs EAT
+37.5%
+4.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -1.6% | +1.9% | -3.5% | -1.9% |
| 3M | -4.5% | +68.7% | -73.1% | -11.5% |
| 6M | +20.9% | +66.9% | -46.0% | +12.0% |
| YTD | +19.9% | +60.4% | -40.5% | +12.3% |
| 1Y | +41.4% | +44.0% | -2.6% | +34.2% |
| All | +41.4% | +37.5% | +4.0% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling