+486.7%
GS vs EAT
+378.4%
+108.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.3% |
| 7D | -3.2% | -2.6% | -0.6% | -2.6% |
| 30D | -2.4% | +11.5% | -13.9% | -5.1% |
| 3M | -15.7% | -9.1% | -6.6% | -14.5% |
| 6M | -6.8% | +40.4% | -47.2% | -15.5% |
| YTD | -0.1% | +43.9% | -44.0% | -10.7% |
| 1Y | +12.1% | +101.9% | -89.8% | -8.1% |
| 3Y | +185.8% | +489.9% | -304.1% | +74.8% |
| 5Y | +140.1% | +362.6% | -222.6% | +47.8% |
| All | +486.7% | +378.4% | +108.3% | +212.5% |
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