+154.7%
GS vs EOG
+109.0%
+45.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | +5.1% | +7.4% | -2.3% | +3.6% |
| 30D | +2.4% | +2.3% | +0.1% | +1.7% |
| 3M | -11.5% | +9.5% | -20.9% | -13.5% |
| 6M | -2.5% | +17.7% | -20.2% | -6.9% |
| YTD | +5.5% | +52.9% | -47.5% | -7.6% |
| 1Y | +11.0% | +47.7% | -36.6% | -1.8% |
| 3Y | +200.1% | +41.1% | +158.9% | +166.7% |
| 5Y | +154.7% | +108.2% | +46.5% | +90.5% |
| All | +154.7% | +109.0% | +45.7% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling