+2,064.0%
GS vs ED
+708.7%
+1,355.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 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% | -6.3% |
| 6M | +20.9% | -3.0% | +23.9% | +21.4% |
| YTD | +19.9% | +10.7% | +9.2% | +14.0% |
| 1Y | +41.4% | +13.3% | +28.1% | +32.8% |
| 3Y | +239.2% | +34.5% | +204.7% | +190.7% |
| 5Y | +185.0% | +67.1% | +117.9% | +119.7% |
| 10Y | +655.0% | +103.0% | +551.9% | +402.8% |
| All | +2,064.0% | +708.7% | +1,355.4% | +717.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling