+16.6%
GS vs ED
+24.8%
-8.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.1% | -0.9% | +0.8% | -0.5% |
| 30D | +3.7% | +11.2% | -7.5% | +9.7% |
| 3M | -10.0% | +11.8% | -21.7% | -4.5% |
| 6M | -1.0% | +14.1% | -15.1% | +6.6% |
| YTD | +7.0% | +23.0% | -16.0% | +20.5% |
| 1Y | +16.6% | +23.7% | -7.0% | +32.4% |
| All | +16.6% | +24.8% | -8.2% | +32.4% |
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