+12.1%
GS vs EL
+22.5%
-10.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -3.2% | +0.8% | -4.0% | -3.3% |
| 30D | -2.4% | +16.5% | -18.9% | -4.7% |
| 3M | -15.7% | +29.2% | -44.9% | -19.1% |
| 6M | -6.8% | +27.9% | -34.7% | -10.7% |
| YTD | -0.1% | +6.2% | -6.3% | -3.4% |
| 1Y | +12.1% | +27.2% | -15.1% | +0.3% |
| All | +12.1% | +22.5% | -10.4% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling