+1,710.5%
GS vs ED
+815.3%
+895.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.7% |
| 7D | -6.3% | +5.2% | -11.5% | -8.1% |
| 30D | -3.1% | +15.5% | -18.7% | -8.3% |
| 3M | -17.7% | +13.0% | -30.7% | -21.5% |
| 6M | -4.6% | +13.1% | -17.7% | -9.5% |
| YTD | +0.3% | +25.3% | -25.0% | -9.0% |
| 1Y | +11.7% | +30.5% | -18.8% | -0.5% |
| 3Y | +183.6% | +49.3% | +134.2% | +133.9% |
| 5Y | +141.0% | +84.6% | +56.4% | +79.4% |
| 10Y | +507.4% | +135.4% | +372.0% | +281.8% |
| All | +1,710.5% | +815.3% | +895.2% | +551.9% |
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