+478.5%
GS vs EAT
+375.0%
+103.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.1% | +5.0% |
| 7D | +0.8% | -3.9% | +4.8% | +1.8% |
| 30D | +1.2% | +5.0% | -3.8% | -0.2% |
| 3M | -12.4% | -9.6% | -2.8% | -11.0% |
| 6M | -2.3% | +46.8% | -49.1% | -12.3% |
| YTD | +4.6% | +41.8% | -37.2% | -6.2% |
| 1Y | +17.5% | +98.3% | -80.8% | -3.2% |
| 3Y | +202.0% | +503.1% | -301.0% | +84.0% |
| 5Y | +152.4% | +356.7% | -204.3% | +56.1% |
| 10Y | +478.5% | +349.8% | +128.7% | +212.4% |
| All | +478.5% | +375.0% | +103.5% | +212.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling