+2,064.0%
GS vs EQT
+2,131.5%
-67.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.9% | +1.1% | -0.2% | +0.6% |
| 30D | -1.6% | +7.7% | -9.3% | -3.9% |
| 3M | -4.5% | +0.2% | -4.7% | -5.0% |
| 6M | +20.9% | -9.5% | +30.4% | +23.4% |
| YTD | +19.9% | +3.8% | +16.1% | +16.8% |
| 1Y | +41.4% | +7.8% | +33.7% | +35.6% |
| 3Y | +239.2% | +30.1% | +209.0% | +198.7% |
| 5Y | +185.0% | +188.6% | -3.6% | +80.3% |
| 10Y | +655.0% | +54.6% | +600.4% | +391.6% |
| All | +2,064.0% | +2,131.5% | -67.4% | +380.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling