+1,710.5%
GS vs EAT
+2,450.3%
-739.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.5% | -2.8% | -5.3% |
| 7D | -6.3% | -3.3% | -3.0% | -5.4% |
| 30D | -3.1% | +11.7% | -14.8% | -6.5% |
| 3M | -17.7% | -5.9% | -11.8% | -17.0% |
| 6M | -4.6% | +46.7% | -51.3% | -16.5% |
| YTD | +0.3% | +48.2% | -47.9% | -13.4% |
| 1Y | +11.7% | +105.4% | -93.7% | -12.9% |
| 3Y | +183.6% | +502.8% | -319.2% | +53.1% |
| 5Y | +141.0% | +376.3% | -235.3% | +30.5% |
| 10Y | +507.4% | +400.0% | +107.4% | +158.3% |
| All | +1,710.5% | +2,450.3% | -739.7% | +243.6% |
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 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