+139.3%
GS vs EOG
+94.0%
+45.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -3.2% | -11.1% | +7.9% | -1.0% |
| 30D | -2.4% | +2.7% | -5.1% | -3.2% |
| 3M | -15.7% | +8.8% | -24.5% | -17.7% |
| 6M | -6.8% | +10.8% | -17.6% | -9.9% |
| YTD | -0.1% | +44.6% | -44.6% | -11.5% |
| 1Y | +12.1% | +44.6% | -32.5% | -0.9% |
| 3Y | +185.8% | +29.5% | +156.3% | +158.7% |
| All | +139.3% | +94.0% | +45.3% | +83.0% |
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