+186.8%
GS vs ED
+48.1%
+138.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.2% |
| 7D | -6.3% | +5.2% | -11.5% | -5.6% |
| 30D | -3.1% | +15.5% | -18.7% | -0.8% |
| 3M | -17.7% | +13.0% | -30.7% | -16.0% |
| 6M | -4.6% | +13.1% | -17.7% | -2.5% |
| YTD | +0.3% | +25.3% | -25.0% | +2.9% |
| 1Y | +11.7% | +30.5% | -18.8% | +14.7% |
| All | +186.8% | +48.1% | +138.8% | +170.8% |
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