+187.0%
GS vs EQT
+194.7%
-7.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | +2.4% | -2.0% | +4.4% | +2.8% |
| 30D | -0.1% | +1.0% | -1.1% | -0.3% |
| 3M | +0.2% | +4.0% | -3.8% | -0.9% |
| 6M | +24.8% | -11.7% | +36.5% | +27.3% |
| YTD | +18.8% | +2.8% | +15.9% | +16.8% |
| 1Y | +37.3% | +10.0% | +27.3% | +32.7% |
| 3Y | +237.9% | +34.1% | +203.7% | +207.1% |
| 5Y | +187.0% | +195.3% | -8.2% | +123.3% |
| All | +187.0% | +194.7% | -7.6% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling