+438.8%
GS vs EOG
+141.0%
+297.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +5.9% | +7.6% | -1.7% | +3.4% |
| 30D | +4.3% | +3.4% | +0.9% | +2.9% |
| 3M | -11.7% | +12.7% | -24.4% | -15.5% |
| 6M | -3.2% | +19.0% | -22.2% | -9.8% |
| YTD | +5.8% | +55.6% | -49.8% | -11.3% |
| 1Y | +16.0% | +49.5% | -33.5% | -1.6% |
| 3Y | +199.8% | +43.2% | +156.6% | +155.4% |
| 5Y | +155.5% | +111.8% | +43.7% | +80.1% |
| All | +438.8% | +141.0% | +297.9% | +202.3% |
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