+654.3%
GS vs EOG
+122.2%
+532.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.9% | +1.3% | -0.3% | +0.5% |
| 30D | -1.6% | +8.2% | -9.7% | -4.2% |
| 3M | -4.5% | +3.8% | -8.3% | -6.5% |
| 6M | +20.9% | +15.3% | +5.6% | +13.2% |
| YTD | +19.9% | +41.7% | -21.8% | +4.0% |
| 1Y | +41.4% | +23.6% | +17.9% | +28.4% |
| 3Y | +239.2% | +23.3% | +215.9% | +204.0% |
| 5Y | +185.0% | +170.4% | +14.6% | +82.5% |
| All | +654.3% | +122.2% | +532.1% | +341.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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