+438.8%
GS vs EAT
+320.8%
+118.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +5.9% | -4.0% | +9.8% | +6.8% |
| 30D | +4.3% | -2.9% | +7.2% | +4.8% |
| 3M | -11.7% | -16.9% | +5.2% | -8.3% |
| 6M | -3.2% | +57.0% | -60.1% | -14.4% |
| YTD | +5.8% | +38.2% | -32.4% | -4.5% |
| 1Y | +16.0% | +69.3% | -53.3% | -0.7% |
| 3Y | +199.8% | +483.0% | -283.2% | +84.3% |
| 5Y | +155.5% | +364.1% | -208.6% | +57.5% |
| All | +438.8% | +320.8% | +118.0% | +194.6% |
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