+185.7%
GS vs EL
-67.1%
+252.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.6% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | -1.6% | +19.8% | -21.4% | -6.0% |
| 3M | -4.5% | +25.7% | -30.2% | -9.9% |
| 6M | +20.9% | +5.4% | +15.4% | +18.0% |
| YTD | +19.9% | +0.2% | +19.7% | +17.4% |
| 1Y | +41.4% | +20.4% | +21.0% | +31.6% |
| 3Y | +239.2% | -32.1% | +271.3% | +249.7% |
| All | +185.7% | -67.1% | +252.9% | +287.4% |
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