+197.7%
GS vs EQT
+37.1%
+160.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.7% | -0.5% |
| 7D | +1.6% | -3.8% | +5.4% | +2.4% |
| 30D | +1.7% | -1.3% | +2.9% | +1.8% |
| 3M | -11.6% | -3.5% | -8.0% | -11.1% |
| 6M | -1.9% | -6.5% | +4.6% | -1.0% |
| YTD | +5.1% | -1.8% | +6.9% | +3.6% |
| 1Y | +16.4% | -10.7% | +27.1% | +17.9% |
| All | +197.7% | +37.1% | +160.5% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 3y: compounded portfolio wealth divided by compounded EQT 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…
3y analysis · Full analysis span regression · 6 months rolling