+536.3%
GS vs EQX
+176.1%
+360.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +5.9% | -10.5% | +16.4% | +6.8% |
| 30D | +4.3% | +0.2% | +4.1% | +4.2% |
| 3M | -11.7% | -7.9% | -3.7% | -11.2% |
| 6M | -3.2% | -28.6% | +25.4% | -1.2% |
| YTD | +5.8% | -26.3% | +32.1% | +7.1% |
| 1Y | +16.0% | -20.2% | +36.3% | +16.8% |
| 3Y | +199.8% | +131.1% | +68.7% | +176.1% |
| 5Y | +155.5% | +21.7% | +133.9% | +136.3% |
| All | +536.3% | +176.1% | +360.2% | +558.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling