+152.4%
GS vs EL
-65.0%
+217.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.8% | +4.0% |
| 7D | +0.8% | +8.0% | -7.2% | -0.8% |
| 30D | +1.2% | +15.4% | -14.2% | -2.1% |
| 3M | -12.4% | +28.5% | -40.9% | -17.7% |
| 6M | -2.3% | +32.2% | -34.6% | -9.3% |
| YTD | +4.6% | +9.2% | -4.6% | +0.3% |
| 1Y | +17.5% | +30.8% | -13.3% | +7.7% |
| 3Y | +202.0% | +3.7% | +198.4% | +175.3% |
| 5Y | +152.4% | -64.8% | +217.1% | +229.8% |
| All | +152.4% | -65.0% | +217.3% | +229.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling