+2,064.0%
GS vs EL
+467.1%
+1,596.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -1.0% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | -1.6% | +19.8% | -21.4% | -8.2% |
| 3M | -4.5% | +25.7% | -30.2% | -12.6% |
| 6M | +20.9% | +5.4% | +15.4% | +16.1% |
| YTD | +19.9% | +0.2% | +19.7% | +15.8% |
| 1Y | +41.4% | +20.4% | +21.0% | +26.8% |
| 3Y | +239.2% | -32.1% | +271.3% | +246.7% |
| 5Y | +185.0% | -67.2% | +252.2% | +274.8% |
| 10Y | +655.0% | +31.7% | +623.2% | +462.9% |
| All | +2,064.0% | +467.1% | +1,596.9% | +708.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling