+1,704.0%
GS vs EOG
+4,596.7%
-2,892.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | -3.2% | -11.1% | +7.9% | +0.4% |
| 30D | -2.4% | +2.7% | -5.1% | -3.6% |
| 3M | -15.7% | +8.8% | -24.5% | -18.6% |
| 6M | -6.8% | +10.8% | -17.6% | -11.2% |
| YTD | -0.1% | +44.6% | -44.6% | -13.9% |
| 1Y | +12.1% | +44.6% | -32.5% | -3.6% |
| 3Y | +185.8% | +29.5% | +156.3% | +152.4% |
| 5Y | +140.1% | +96.3% | +43.8% | +76.6% |
| 10Y | +505.2% | +122.4% | +382.8% | +279.3% |
| All | +1,704.0% | +4,596.7% | -2,892.7% | +456.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling