+186.8%
GS vs EAT
+503.3%
-316.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.5% | -2.8% | -5.6% |
| 7D | -6.3% | -3.3% | -3.0% | -5.7% |
| 30D | -3.1% | +11.7% | -14.8% | -5.4% |
| 3M | -17.7% | -5.9% | -11.8% | -17.1% |
| 6M | -4.6% | +46.7% | -51.3% | -13.7% |
| YTD | +0.3% | +48.2% | -47.9% | -10.2% |
| 1Y | +11.7% | +105.4% | -93.7% | -8.3% |
| All | +186.8% | +503.3% | -316.5% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling