+438.8%
GS vs EL
+62.2%
+376.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +5.9% | +1.5% | +4.3% | +5.4% |
| 30D | +4.3% | +10.0% | -5.7% | +1.2% |
| 3M | -11.7% | +28.4% | -40.1% | -19.0% |
| 6M | -3.2% | +37.1% | -40.2% | -13.6% |
| YTD | +5.8% | +7.8% | -2.0% | +0.1% |
| 1Y | +16.0% | +26.0% | -10.0% | +3.8% |
| 3Y | +199.8% | +3.8% | +195.9% | +165.5% |
| 5Y | +155.5% | -65.2% | +220.7% | +252.6% |
| All | +438.8% | +62.2% | +376.6% | +313.1% |
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