+185.8%
GS vs ED
+44.5%
+141.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.7% |
| 7D | -3.2% | +1.6% | -4.9% | -3.0% |
| 30D | -2.4% | +13.3% | -15.7% | -0.4% |
| 3M | -15.7% | +9.7% | -25.5% | -14.4% |
| 6M | -6.8% | +12.8% | -19.6% | -4.9% |
| YTD | -0.1% | +22.3% | -22.4% | +2.2% |
| 1Y | +12.1% | +26.3% | -14.2% | +14.7% |
| 3Y | +185.8% | +45.0% | +140.8% | +168.8% |
| All | +185.8% | +44.5% | +141.2% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling