+654.3%
GS vs EL
+31.9%
+622.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.9% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | -1.6% | +19.8% | -21.4% | -7.5% |
| 3M | -4.5% | +25.7% | -30.2% | -11.8% |
| 6M | +20.9% | +5.4% | +15.4% | +16.8% |
| YTD | +19.9% | +0.2% | +19.7% | +16.3% |
| 1Y | +41.4% | +20.4% | +21.0% | +28.0% |
| 3Y | +239.2% | -32.1% | +271.3% | +253.1% |
| 5Y | +185.0% | -67.2% | +252.2% | +298.7% |
| All | +654.3% | +31.9% | +622.4% | +535.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling