+457.2%
GS vs ED
+136.7%
+320.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | +1.6% | +2.1% | -0.5% | +1.2% |
| 30D | +1.7% | +12.4% | -10.8% | -0.7% |
| 3M | -11.6% | +13.1% | -24.7% | -13.8% |
| 6M | -1.9% | +14.1% | -16.0% | -4.8% |
| YTD | +5.1% | +23.1% | -18.0% | -0.1% |
| 1Y | +16.4% | +25.4% | -9.0% | +10.0% |
| 3Y | +199.0% | +47.9% | +151.1% | +165.7% |
| 5Y | +157.4% | +81.9% | +75.6% | +115.0% |
| 10Y | +457.2% | +141.3% | +316.0% | +408.3% |
| All | +457.2% | +136.7% | +320.5% | +408.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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