+16.0%
GS vs ED
+24.8%
-8.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +1.0% |
| 7D | +5.9% | +2.1% | +3.8% | +6.9% |
| 30D | +4.3% | +10.4% | -6.1% | +9.8% |
| 3M | -11.7% | +12.5% | -24.2% | -6.2% |
| 6M | -3.2% | +14.9% | -18.1% | +4.5% |
| YTD | +5.8% | +24.8% | -19.0% | +19.8% |
| 1Y | +16.0% | +23.8% | -7.8% | +31.0% |
| All | +16.0% | +24.8% | -8.7% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling