+2,064.0%
GS vs EAT
+2,660.9%
-596.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -1.6% | +1.9% | -3.5% | -2.4% |
| 3M | -4.5% | +68.7% | -73.1% | -18.9% |
| 6M | +20.9% | +66.9% | -46.0% | +1.7% |
| YTD | +19.9% | +60.4% | -40.5% | +1.8% |
| 1Y | +41.4% | +44.0% | -2.6% | +22.6% |
| 3Y | +239.2% | +604.7% | -365.5% | +75.4% |
| 5Y | +185.0% | +347.0% | -162.0% | +57.6% |
| 10Y | +655.0% | +390.8% | +264.2% | +226.0% |
| All | +2,064.0% | +2,660.9% | -596.8% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling