+185.7%
GS vs ED
+67.1%
+118.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -1.6% | -0.1% | -1.4% | -1.6% |
| 3M | -4.5% | +3.9% | -8.4% | -5.0% |
| 6M | +20.9% | -3.0% | +23.9% | +21.1% |
| YTD | +19.9% | +10.7% | +9.2% | +17.6% |
| 1Y | +41.4% | +13.3% | +28.1% | +38.0% |
| 3Y | +239.2% | +34.5% | +204.7% | +208.6% |
| All | +185.7% | +67.1% | +118.7% | +162.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling